-8.6%
RACE vs CAI
-6.6%
-2.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | +5.1% | -26.5% | +31.6% | +8.6% |
| 30D | +7.7% | -6.9% | +14.6% | +8.1% |
| 3M | +2.2% | +26.1% | -24.0% | -1.9% |
| 6M | +23.8% | +31.9% | -8.1% | +16.7% |
| YTD | +13.9% | -6.5% | +20.4% | +10.5% |
| 1Y | +3.8% | +2.5% | +1.3% | -0.8% |
| All | -8.6% | -6.6% | -2.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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