+204.7%
CTVA vs RACE
+208.3%
-3.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +1.6% | +3.9% | -2.3% | +0.3% |
| 30D | -8.5% | +7.4% | -16.0% | -10.6% |
| 3M | +5.3% | +1.6% | +3.7% | +4.5% |
| 6M | -0.1% | +23.3% | -23.4% | -7.6% |
| YTD | +21.2% | +14.7% | +6.6% | +13.9% |
| 1Y | +27.0% | +2.5% | +24.5% | +24.1% |
| 3Y | +87.2% | +28.0% | +59.2% | +59.0% |
| 5Y | +77.9% | +69.8% | +8.1% | +30.7% |
| All | +204.7% | +208.3% | -3.6% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling