+27.2%
CP vs RACE
+64.4%
-37.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.5% |
| 30D | +9.3% | +6.1% | +3.2% | +7.5% |
| 3M | +0.5% | -0.3% | +0.7% | +0.4% |
| 6M | +10.4% | +23.4% | -13.0% | +3.3% |
| YTD | +28.7% | +12.5% | +16.2% | +23.0% |
| 1Y | +33.2% | -0.5% | +33.6% | +32.0% |
| 3Y | +38.4% | +23.6% | +14.8% | +22.6% |
| All | +27.2% | +64.4% | -37.2% | -5.4% |
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