+264.2%
CB vs RACE
+647.6%
-383.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | +0.5% | -2.5% | +3.0% | +1.0% |
| 30D | -3.1% | +0.8% | -3.9% | -3.3% |
| 3M | +9.0% | +17.2% | -8.2% | +4.7% |
| 6M | +2.9% | +13.6% | -10.7% | -0.8% |
| YTD | +10.1% | +12.2% | -2.1% | +6.3% |
| 1Y | +22.8% | -16.3% | +39.0% | +26.2% |
| 3Y | +73.8% | +36.4% | +37.4% | +53.8% |
| 5Y | +99.2% | +95.0% | +4.2% | +56.3% |
| 10Y | +218.2% | +813.2% | -595.0% | +76.7% |
| All | +264.2% | +647.6% | -383.4% | +96.6% |
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