+257.4%
COP vs RACE
+658.9%
-401.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -11.5% | +5.1% | -16.6% | -13.0% |
| 30D | +5.0% | +7.7% | -2.7% | +2.4% |
| 3M | +17.5% | +2.2% | +15.3% | +16.2% |
| 6M | +16.2% | +23.8% | -7.5% | +7.1% |
| YTD | +48.8% | +13.9% | +34.9% | +39.2% |
| 1Y | +64.1% | +3.8% | +60.3% | +58.4% |
| 3Y | +25.7% | +28.0% | -2.4% | +6.8% |
| 5Y | +114.4% | +64.9% | +49.4% | +59.7% |
| 10Y | +331.7% | +780.4% | -448.7% | +56.6% |
| All | +257.4% | +658.9% | -401.5% | +19.2% |
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