+18.3%
CVS vs RACE
+2.2%
+16.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.4% |
| 7D | -2.6% | +0.2% | -2.9% | -2.6% |
| 30D | +4.0% | +6.6% | -2.6% | +3.9% |
| 3M | -6.3% | +2.2% | -8.5% | -6.5% |
| 6M | -0.4% | +22.4% | -22.8% | -1.8% |
| YTD | +15.6% | +13.8% | +1.8% | +14.3% |
| 1Y | +18.3% | +2.2% | +16.1% | +18.3% |
| All | +18.3% | +2.2% | +16.1% | +18.3% |
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