+120.5%
COP vs RACE
+69.7%
+50.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | +1.1% | +6.6% | -5.5% | +0.6% |
| 3M | +10.9% | +2.2% | +8.7% | +10.7% |
| 6M | +20.8% | +22.4% | -1.6% | +18.2% |
| YTD | +48.0% | +13.8% | +34.2% | +45.8% |
| 1Y | +58.5% | +2.2% | +56.3% | +58.9% |
| 3Y | +28.1% | +25.6% | +2.5% | +22.4% |
| 5Y | +120.5% | +71.0% | +49.5% | +102.8% |
| All | +120.5% | +69.7% | +50.8% | +102.8% |
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