+38.7%
CSCO vs RACE
+2.2%
+36.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | -4.7% | +0.2% | -4.9% | -4.6% |
| 30D | -17.1% | +6.6% | -23.7% | -16.8% |
| 3M | -19.6% | +2.2% | -21.8% | -19.4% |
| 6M | +2.4% | +22.4% | -20.0% | +3.4% |
| YTD | +29.8% | +13.8% | +16.0% | +29.9% |
| 1Y | +38.7% | +2.2% | +36.5% | +41.0% |
| All | +38.7% | +2.2% | +36.5% | +41.0% |
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