+889.9%
CTAS vs RACE
+647.6%
+242.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.8% | -2.5% | +0.7% | -0.9% |
| 30D | -0.2% | +0.8% | -1.0% | -0.6% |
| 3M | +11.7% | +17.2% | -5.5% | +4.9% |
| 6M | +0.7% | +13.6% | -12.9% | -4.8% |
| YTD | +7.4% | +12.2% | -4.8% | +1.6% |
| 1Y | -2.1% | -16.3% | +14.2% | +2.6% |
| 3Y | +62.9% | +36.4% | +26.5% | +35.3% |
| 5Y | +111.9% | +95.0% | +16.9% | +48.6% |
| 10Y | +652.2% | +813.2% | -161.1% | +257.2% |
| All | +889.9% | +647.6% | +242.3% | +371.9% |
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