+186.4%
COP vs RACE
+93.6%
+92.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +3.0% | -2.5% | +5.5% | +3.2% |
| 30D | +17.5% | +0.8% | +16.7% | +17.4% |
| 3M | +13.4% | +17.2% | -3.8% | +11.5% |
| 6M | +17.7% | +13.6% | +4.2% | +16.1% |
| YTD | +46.6% | +12.2% | +34.4% | +44.6% |
| 1Y | +44.6% | -16.3% | +60.9% | +49.2% |
| 3Y | +20.7% | +36.4% | -15.7% | +13.4% |
| All | +186.4% | +93.6% | +92.8% | +167.4% |
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