+17.8%
CP vs RACE
+36.9%
-19.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -2.7% | -2.5% | -0.2% | -2.1% |
| 30D | +0.2% | +0.8% | -0.6% | 0.0% |
| 3M | +2.6% | +17.2% | -14.6% | -1.3% |
| 6M | +6.0% | +13.6% | -7.6% | +2.4% |
| YTD | +24.9% | +12.2% | +12.7% | +20.6% |
| 1Y | +20.1% | -16.3% | +36.4% | +24.1% |
| All | +17.8% | +36.9% | -19.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling