-39.4%
CPB vs RACE
+740.2%
-779.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +2.9% | +0.2% | +2.6% | +2.9% |
| 30D | +17.6% | +6.6% | +11.0% | +16.9% |
| 3M | +2.0% | +2.2% | -0.2% | +1.8% |
| 6M | +11.6% | +22.4% | -10.7% | +9.3% |
| YTD | -13.8% | +13.8% | -27.6% | -15.1% |
| 1Y | -21.6% | +2.2% | -23.8% | -22.0% |
| 3Y | -35.8% | +25.6% | -61.4% | -37.7% |
| 5Y | -33.3% | +71.0% | -104.3% | -37.6% |
| 10Y | -39.4% | +739.1% | -778.5% | -56.2% |
| All | -39.4% | +740.2% | -779.6% | -56.2% |
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