+100.6%
CB vs RACE
+67.1%
+33.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.5% | +3.9% | -5.4% | -2.0% |
| 30D | +6.5% | +7.4% | -0.9% | +5.5% |
| 3M | +4.1% | +1.6% | +2.5% | +3.7% |
| 6M | +14.4% | +23.3% | -8.9% | +10.6% |
| YTD | +17.5% | +14.7% | +2.8% | +14.5% |
| 1Y | +27.5% | +2.5% | +25.0% | +26.4% |
| 3Y | +71.6% | +28.0% | +43.6% | +58.6% |
| 5Y | +100.6% | +69.8% | +30.8% | +66.7% |
| All | +100.6% | +67.1% | +33.6% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling