+105.5%
CB vs RACE
+65.1%
+40.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +2.6% | +5.7% | -3.1% | +1.8% |
| 30D | +11.2% | +9.3% | +1.9% | +9.8% |
| 3M | +5.7% | +3.8% | +1.9% | +5.1% |
| 6M | +15.9% | +29.8% | -13.9% | +11.1% |
| YTD | +20.2% | +15.6% | +4.5% | +17.0% |
| 1Y | +32.4% | +5.1% | +27.3% | +30.8% |
| 3Y | +75.5% | +30.8% | +44.7% | +61.5% |
| 5Y | +105.5% | +67.4% | +38.1% | +71.7% |
| All | +105.5% | +65.1% | +40.4% | +71.7% |
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