+43.3%
CTVA vs RACE
+24.7%
+18.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | -20.8% | -1.2% | -19.6% | -20.4% |
| 30D | -29.6% | +6.1% | -35.8% | -30.3% |
| 3M | -16.9% | -0.3% | -16.6% | -16.8% |
| 6M | -24.3% | +23.4% | -47.7% | -27.5% |
| YTD | -5.6% | +12.5% | -18.1% | -8.3% |
| 1Y | -4.2% | -0.5% | -3.7% | -3.9% |
| 3Y | +43.3% | +23.6% | +19.7% | +11.1% |
| All | +43.3% | +24.7% | +18.6% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling