+260.5%
CP vs RACE
+729.2%
-468.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | +2.1% | -1.2% | +3.3% | +2.6% |
| 30D | +9.3% | +6.1% | +3.2% | +7.0% |
| 3M | +0.5% | -0.3% | +0.7% | +0.4% |
| 6M | +10.4% | +23.4% | -13.0% | +1.6% |
| YTD | +28.7% | +12.5% | +16.2% | +21.7% |
| 1Y | +33.2% | -0.5% | +33.6% | +31.5% |
| 3Y | +38.4% | +23.6% | +14.8% | +20.9% |
| 5Y | +26.2% | +65.4% | -39.2% | -4.4% |
| All | +260.5% | +729.2% | -468.7% | +64.6% |
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