+12.8%
CP vs RACE
+26.7%
-13.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +6.1% | +5.7% | +0.4% | +5.3% |
| 30D | +9.8% | +9.3% | +0.5% | +8.5% |
| 3M | +2.7% | +3.8% | -1.1% | +2.5% |
| 6M | +12.8% | +29.8% | -17.0% | +10.7% |
| All | +12.8% | +26.7% | -13.9% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling