+358.3%
CSCO vs RACE
+658.9%
-300.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -10.2% | +5.1% | -15.3% | -11.5% |
| 30D | -20.1% | +7.7% | -27.7% | -21.9% |
| 3M | -22.4% | +2.2% | -24.5% | -23.1% |
| 6M | +2.8% | +23.8% | -21.0% | -4.7% |
| YTD | +23.6% | +13.9% | +9.7% | +16.5% |
| 1Y | +34.0% | +3.8% | +30.3% | +30.2% |
| 3Y | +89.3% | +28.0% | +61.2% | +62.7% |
| 5Y | +87.9% | +64.9% | +22.9% | +42.7% |
| 10Y | +314.9% | +780.4% | -465.5% | +77.6% |
| All | +358.3% | +658.9% | -300.6% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling