+131.2%
CTVA vs RACE
+198.5%
-67.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.5% | -21.8% | -23.5% |
| 7D | -23.7% | -4.0% | -19.7% | -22.5% |
| 30D | -31.2% | +3.5% | -34.8% | -31.8% |
| 3M | -18.7% | -0.4% | -18.3% | -18.6% |
| 6M | -25.5% | +23.2% | -48.7% | -30.9% |
| YTD | -8.0% | +11.0% | -19.0% | -12.4% |
| 1Y | -7.0% | -2.2% | -4.8% | -7.4% |
| 3Y | +45.2% | +22.5% | +22.7% | +25.6% |
| 5Y | +32.3% | +63.2% | -30.9% | -1.1% |
| All | +131.2% | +198.5% | -67.2% | +9.8% |
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