+113.0%
COP vs RACE
+65.0%
+48.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -11.5% | +5.1% | -16.6% | -11.9% |
| 30D | +5.0% | +7.7% | -2.7% | +4.4% |
| 3M | +17.5% | +2.2% | +15.3% | +17.2% |
| 6M | +16.2% | +23.8% | -7.5% | +13.6% |
| YTD | +48.8% | +13.9% | +34.9% | +46.5% |
| 1Y | +64.1% | +3.8% | +60.3% | +64.0% |
| 3Y | +25.7% | +28.0% | -2.4% | +19.5% |
| All | +113.0% | +65.0% | +48.0% | +98.5% |
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