+27.1%
CP vs RACE
+65.1%
-38.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +6.1% | +5.7% | +0.4% | +4.5% |
| 30D | +9.8% | +9.3% | +0.5% | +7.0% |
| 3M | +2.7% | +3.8% | -1.1% | +1.6% |
| 6M | +12.8% | +29.8% | -17.0% | +4.0% |
| YTD | +28.2% | +15.6% | +12.5% | +21.6% |
| 1Y | +34.1% | +5.1% | +29.1% | +30.9% |
| 3Y | +28.9% | +30.8% | -1.9% | +12.1% |
| 5Y | +27.1% | +67.4% | -40.4% | -6.4% |
| All | +27.1% | +65.1% | -38.0% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling