+91.5%
CSCO vs RACE
+64.4%
+27.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.5% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | -15.8% | +6.1% | -22.0% | -16.8% |
| 3M | -15.4% | -0.3% | -15.1% | -15.4% |
| 6M | -5.4% | +23.4% | -28.8% | -9.6% |
| YTD | +26.5% | +12.5% | +13.9% | +22.4% |
| 1Y | +25.9% | -0.5% | +26.3% | +25.4% |
| 3Y | +97.5% | +23.6% | +73.9% | +77.1% |
| All | +91.5% | +64.4% | +27.1% | +47.7% |
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 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