+252.1%
COP vs RACE
+647.6%
-395.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +3.0% | -2.5% | +5.5% | +3.8% |
| 30D | +17.5% | +0.8% | +16.7% | +17.1% |
| 3M | +13.4% | +17.2% | -3.8% | +6.9% |
| 6M | +17.7% | +13.6% | +4.2% | +11.1% |
| YTD | +46.6% | +12.2% | +34.4% | +38.2% |
| 1Y | +44.6% | -16.3% | +60.9% | +50.1% |
| 3Y | +20.7% | +36.4% | -15.7% | -0.2% |
| 5Y | +185.0% | +95.0% | +90.1% | +95.4% |
| 10Y | +347.0% | +813.2% | -466.3% | +60.1% |
| All | +252.1% | +647.6% | -395.5% | +18.4% |
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 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