+76.0%
CTAS vs RACE
+28.1%
+47.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +1.2% | +5.1% | -3.9% | +0.1% |
| 30D | +12.8% | +7.7% | +5.1% | +11.1% |
| 3M | +10.3% | +2.2% | +8.1% | +9.6% |
| 6M | +32.0% | +23.8% | +8.2% | +25.8% |
| YTD | +19.1% | +13.9% | +5.2% | +14.9% |
| 1Y | +21.5% | +3.8% | +17.7% | +19.4% |
| 3Y | +76.0% | +28.0% | +48.0% | +65.1% |
| All | +76.0% | +28.1% | +47.9% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling