-54.6%
CSGP vs RACE
+3.3%
-57.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.3% |
| 7D | +1.3% | +5.1% | -3.8% | +0.2% |
| 30D | +10.7% | +7.7% | +3.0% | +9.1% |
| 3M | +3.3% | +2.2% | +1.1% | +2.7% |
| 6M | -10.3% | +23.8% | -34.1% | -12.6% |
| YTD | -54.6% | +13.9% | -68.5% | -56.8% |
| 1Y | -54.6% | +3.8% | -58.4% | -54.6% |
| All | -54.6% | +3.3% | -57.9% | -54.6% |
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