+5.6%
CVS vs RACE
+10.6%
-5.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.3% | -16.8% | -12.4% |
| 7D | -11.1% | +9.9% | -21.0% | -11.1% |
| 30D | -7.4% | +12.8% | -20.2% | -7.5% |
| 3M | -22.9% | +7.4% | -30.2% | -23.0% |
| 6M | -1.2% | +27.6% | -28.8% | -2.8% |
| YTD | +3.9% | +18.4% | -14.5% | +2.8% |
| 1Y | +5.6% | +9.5% | -4.0% | +5.9% |
| All | +5.6% | +10.6% | -5.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling