+24.4%
CP vs RACE
+65.0%
-40.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +2.8% | +5.1% | -2.3% | +1.4% |
| 30D | +10.2% | +7.7% | +2.5% | +7.9% |
| 3M | +2.4% | +2.2% | +0.2% | +1.7% |
| 6M | +7.7% | +23.8% | -16.1% | +0.7% |
| YTD | +26.0% | +13.9% | +12.1% | +20.1% |
| 1Y | +34.6% | +3.8% | +30.9% | +31.8% |
| 3Y | +26.7% | +28.0% | -1.4% | +11.0% |
| All | +24.4% | +65.0% | -40.6% | -8.0% |
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