-40.3%
CPB vs RACE
+729.2%
-769.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +19.2% | +6.1% | +13.1% | +18.5% |
| 3M | -0.9% | -0.3% | -0.7% | -1.0% |
| 6M | +15.2% | +23.4% | -8.2% | +12.8% |
| YTD | -13.1% | +12.5% | -25.6% | -14.3% |
| 1Y | -22.4% | -0.5% | -22.0% | -22.7% |
| 3Y | -35.3% | +23.6% | -58.9% | -37.2% |
| 5Y | -33.0% | +65.4% | -98.4% | -37.1% |
| All | -40.3% | +729.2% | -769.4% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling