+39.4%
CSCO vs RACE
+3.0%
+36.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.1% |
| 7D | -2.9% | +3.9% | -6.8% | -2.7% |
| 30D | -16.7% | +7.4% | -24.1% | -16.3% |
| 3M | -18.4% | +1.6% | -20.1% | -18.2% |
| 6M | +2.9% | +23.3% | -20.4% | +4.0% |
| YTD | +30.4% | +14.7% | +15.8% | +30.6% |
| All | +39.4% | +3.0% | +36.4% | +41.7% |
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