+239.3%
CP vs RACE
+647.6%
-408.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | +0.2% | +0.8% | -0.6% | -0.1% |
| 3M | +2.6% | +17.2% | -14.6% | -3.5% |
| 6M | +6.0% | +13.6% | -7.6% | +0.3% |
| YTD | +24.9% | +12.2% | +12.7% | +18.3% |
| 1Y | +20.1% | -16.3% | +36.4% | +25.6% |
| 3Y | +16.4% | +36.4% | -20.0% | -2.2% |
| 5Y | +31.7% | +95.0% | -63.2% | -6.4% |
| 10Y | +223.9% | +813.2% | -589.4% | +25.1% |
| All | +239.3% | +647.6% | -408.3% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling