-40.5%
CPB vs RACE
+738.3%
-778.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | +3.3% | +3.9% | -0.7% | +2.9% |
| 30D | +19.0% | +7.4% | +11.6% | +18.2% |
| 3M | +0.4% | +1.6% | -1.2% | +0.2% |
| 6M | +13.0% | +23.3% | -10.3% | +10.5% |
| YTD | -12.7% | +14.7% | -27.4% | -14.2% |
| 1Y | -20.9% | +2.5% | -23.4% | -21.4% |
| 3Y | -35.4% | +28.0% | -63.4% | -37.5% |
| 5Y | -32.3% | +69.8% | -102.1% | -36.6% |
| 10Y | -40.5% | +734.9% | -775.4% | -58.2% |
| All | -40.5% | +738.3% | -778.8% | -58.2% |
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