+56.8%
COP vs RACE
+0.7%
+56.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | -3.9% | +4.5% | -0.5% |
| 30D | +0.2% | +6.8% | -6.6% | +2.3% |
| 3M | +10.2% | +1.3% | +8.9% | +11.1% |
| 6M | +20.1% | +26.3% | -6.2% | +29.2% |
| YTD | +50.5% | +13.8% | +36.7% | +61.0% |
| 1Y | +56.8% | -0.5% | +57.3% | +72.9% |
| All | +56.8% | +0.7% | +56.1% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling