+251.7%
CB vs RACE
+729.2%
-477.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +7.3% | +6.1% | +1.2% | +5.8% |
| 3M | +9.4% | -0.3% | +9.7% | +9.3% |
| 6M | +19.6% | +23.4% | -3.8% | +13.2% |
| YTD | +21.5% | +12.5% | +8.9% | +16.9% |
| 1Y | +28.0% | -0.5% | +28.5% | +26.8% |
| 3Y | +74.9% | +23.6% | +51.3% | +58.0% |
| 5Y | +108.1% | +65.4% | +42.7% | +68.5% |
| All | +251.7% | +729.2% | -477.5% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling