-10.0%
RACE vs CAI
-7.1%
-2.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | +0.8% | +52.4% | -51.6% | -5.0% |
| 3M | +17.2% | +45.1% | -27.9% | +11.0% |
| 6M | +13.6% | +26.2% | -12.7% | +8.2% |
| YTD | +12.2% | -7.1% | +19.3% | +9.9% |
| 1Y | -16.3% | -31.0% | +14.8% | -14.3% |
| All | -10.0% | -7.1% | -2.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling