+53.5%
CPAY vs RACE
+87.3%
-33.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.5% | -2.6% | +0.2% | -1.5% |
| 30D | +1.3% | -1.1% | +2.4% | +1.7% |
| 3M | +13.5% | +12.5% | +1.0% | +7.9% |
| 6M | +24.7% | +17.4% | +7.3% | +16.1% |
| YTD | +34.9% | +10.1% | +24.8% | +27.9% |
| 1Y | +29.7% | -15.1% | +44.8% | +36.1% |
| 3Y | +49.4% | +38.9% | +10.5% | +16.3% |
| 5Y | +53.5% | +90.7% | -37.2% | -1.1% |
| All | +53.5% | +87.3% | -33.8% | -1.1% |
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