+63.1%
CVE vs RACE
+33.1%
+29.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -11.9% | -7.7% |
| 7D | -12.1% | +9.9% | -22.0% | -12.2% |
| 30D | -9.8% | +12.8% | -22.6% | -9.9% |
| 3M | -0.7% | +7.4% | -8.1% | -0.8% |
| 6M | -4.3% | +27.6% | -31.9% | -5.3% |
| YTD | +70.6% | +18.4% | +52.2% | +69.7% |
| 1Y | +73.2% | +9.5% | +63.6% | +74.5% |
| All | +63.1% | +33.1% | +29.9% | +55.2% |
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