+66.6%
CSCO vs RACE
-15.2%
+81.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | -10.1% | -1.5% | -8.6% | -10.1% |
| 3M | -11.7% | +15.5% | -27.2% | -11.6% |
| 6M | +40.1% | +17.3% | +22.8% | +40.3% |
| YTD | +43.8% | +11.1% | +32.7% | +43.7% |
| 1Y | +66.6% | -14.3% | +80.9% | +67.0% |
| All | +66.6% | -15.2% | +81.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling