+297.5%
CB vs RACE
+670.3%
-372.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +2.6% | +5.7% | -3.1% | +1.3% |
| 30D | +11.2% | +9.3% | +1.9% | +9.0% |
| 3M | +5.7% | +3.8% | +1.9% | +4.7% |
| 6M | +15.9% | +29.8% | -13.9% | +8.6% |
| YTD | +20.2% | +15.6% | +4.5% | +15.1% |
| 1Y | +32.4% | +5.1% | +27.3% | +29.6% |
| 3Y | +75.5% | +30.8% | +44.7% | +57.5% |
| 5Y | +105.5% | +67.4% | +38.1% | +68.8% |
| 10Y | +258.5% | +793.6% | -535.1% | +99.6% |
| All | +297.5% | +670.3% | -372.9% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling