+256.9%
CP vs RACE
+741.5%
-484.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -3.9% | +3.2% | +0.7% |
| 30D | +9.6% | +6.8% | +2.8% | +7.1% |
| 3M | +2.2% | +1.3% | +0.9% | +1.6% |
| 6M | +11.1% | +26.3% | -15.2% | +1.5% |
| YTD | +28.2% | +13.8% | +14.4% | +20.7% |
| 1Y | +32.2% | -0.5% | +32.6% | +30.6% |
| 3Y | +35.5% | +25.6% | +9.9% | +17.6% |
| 5Y | +26.8% | +67.6% | -40.8% | -4.4% |
| 10Y | +256.9% | +724.7% | -467.7% | +62.7% |
| All | +256.9% | +741.5% | -484.6% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling