+215.4%
CPAY vs RACE
+639.5%
-424.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.3% |
| 7D | +2.0% | -4.0% | +6.0% | +3.7% |
| 30D | +14.3% | +3.5% | +10.7% | +12.5% |
| 3M | +11.3% | -0.4% | +11.7% | +11.2% |
| 6M | +34.8% | +23.2% | +11.6% | +22.5% |
| YTD | +51.5% | +11.0% | +40.5% | +42.4% |
| 1Y | +59.0% | -2.2% | +61.3% | +57.6% |
| 3Y | +97.2% | +22.5% | +74.7% | +69.8% |
| 5Y | +88.8% | +63.2% | +25.6% | +40.2% |
| 10Y | +217.3% | +704.3% | -487.0% | +31.0% |
| All | +215.4% | +639.5% | -424.1% | +12.5% |
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