+109.0%
CTVA vs RACE
+93.6%
+15.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.5% |
| 7D | +4.9% | -2.5% | +7.5% | +5.5% |
| 30D | +11.9% | +0.8% | +11.1% | +11.6% |
| 3M | +13.7% | +17.2% | -3.5% | +9.5% |
| 6M | +13.1% | +13.6% | -0.4% | +9.4% |
| YTD | +32.0% | +12.2% | +19.7% | +27.6% |
| 1Y | +22.1% | -16.3% | +38.3% | +26.5% |
| 3Y | +77.5% | +36.4% | +41.0% | +56.2% |
| All | +109.0% | +93.6% | +15.5% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling