+224.3%
CTVA vs RACE
+198.8%
+25.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.9% |
| 7D | -2.1% | -1.0% | -1.0% | -1.8% |
| 30D | +12.0% | -1.5% | +13.6% | +12.5% |
| 3M | +13.5% | +15.5% | -2.0% | +7.7% |
| 6M | +12.1% | +17.3% | -5.2% | +5.0% |
| YTD | +29.0% | +11.1% | +17.9% | +22.6% |
| 1Y | +18.9% | -14.3% | +33.1% | +23.2% |
| 3Y | +78.9% | +40.2% | +38.7% | +45.7% |
| 5Y | +105.2% | +92.6% | +12.7% | +39.5% |
| All | +224.3% | +198.8% | +25.5% | +53.7% |
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