+257.6%
CP vs RACE
+738.3%
-480.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | +2.8% | +3.9% | -1.1% | +1.4% |
| 30D | +11.3% | +7.4% | +3.9% | +8.5% |
| 3M | +2.9% | +1.6% | +1.2% | +2.1% |
| 6M | +9.8% | +23.3% | -13.6% | +1.1% |
| YTD | +28.5% | +14.7% | +13.9% | +20.8% |
| 1Y | +33.5% | +2.5% | +31.0% | +30.5% |
| 3Y | +31.9% | +28.0% | +4.0% | +13.8% |
| 5Y | +25.5% | +69.8% | -44.3% | -5.7% |
| 10Y | +257.6% | +734.9% | -477.3% | +69.5% |
| All | +257.6% | +738.3% | -480.7% | +69.5% |
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