+255.2%
COP vs RACE
+670.3%
-415.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.4% |
| 7D | -9.7% | +5.7% | -15.4% | -11.3% |
| 30D | +4.7% | +9.3% | -4.6% | +1.8% |
| 3M | +18.5% | +3.8% | +14.7% | +16.7% |
| 6M | +11.4% | +29.8% | -18.4% | +1.0% |
| YTD | +47.9% | +15.6% | +32.3% | +37.8% |
| 1Y | +59.3% | +5.1% | +54.3% | +53.3% |
| 3Y | +23.6% | +30.8% | -7.2% | +4.3% |
| 5Y | +113.1% | +67.4% | +45.7% | +58.0% |
| 10Y | +329.1% | +793.6% | -464.5% | +55.0% |
| All | +255.2% | +670.3% | -415.1% | +18.0% |
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