+88.1%
CSCO vs RACE
+65.0%
+23.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -10.2% | +5.1% | -15.3% | -11.0% |
| 30D | -20.1% | +7.7% | -27.7% | -21.1% |
| 3M | -22.4% | +2.2% | -24.5% | -22.7% |
| 6M | +2.8% | +23.8% | -21.0% | -1.8% |
| YTD | +23.6% | +13.9% | +9.7% | +19.4% |
| 1Y | +34.0% | +3.8% | +30.3% | +32.3% |
| 3Y | +89.3% | +28.0% | +61.2% | +68.2% |
| All | +88.1% | +65.0% | +23.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling