+34.3%
CP vs RACE
+93.6%
-59.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.0% |
| 30D | +0.2% | +0.8% | -0.6% | 0.0% |
| 3M | +2.6% | +17.2% | -14.6% | -2.2% |
| 6M | +6.0% | +13.6% | -7.6% | +1.5% |
| YTD | +24.9% | +12.2% | +12.7% | +19.7% |
| 1Y | +20.1% | -16.3% | +36.4% | +24.9% |
| 3Y | +16.4% | +36.4% | -20.0% | -0.3% |
| All | +34.3% | +93.6% | -59.3% | -1.7% |
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