+367.4%
CSCO vs RACE
+670.3%
-302.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.9% |
| 7D | -11.9% | +5.7% | -17.5% | -13.3% |
| 30D | -18.8% | +9.3% | -28.1% | -21.0% |
| 3M | -21.2% | +3.8% | -25.1% | -22.3% |
| 6M | +1.9% | +29.8% | -27.9% | -7.0% |
| YTD | +26.1% | +15.6% | +10.5% | +18.3% |
| 1Y | +34.7% | +5.1% | +29.6% | +30.3% |
| 3Y | +94.0% | +30.8% | +63.3% | +65.6% |
| 5Y | +91.6% | +67.4% | +24.2% | +44.9% |
| 10Y | +323.2% | +793.6% | -470.5% | +80.3% |
| All | +367.4% | +670.3% | -302.9% | +97.2% |
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