+998.0%
CTAS vs RACE
+658.9%
+339.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +1.2% | +5.1% | -3.9% | -0.7% |
| 30D | +12.8% | +7.7% | +5.1% | +9.8% |
| 3M | +10.3% | +2.2% | +8.1% | +9.2% |
| 6M | +32.0% | +23.8% | +8.2% | +21.1% |
| YTD | +19.1% | +13.9% | +5.2% | +11.9% |
| 1Y | +21.5% | +3.8% | +17.7% | +18.0% |
| 3Y | +76.0% | +28.0% | +48.0% | +50.4% |
| 5Y | +110.9% | +64.9% | +45.9% | +58.5% |
| 10Y | +849.8% | +780.4% | +69.5% | +351.7% |
| All | +998.0% | +658.9% | +339.1% | +420.0% |
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