-38.6%
CPB vs RACE
+740.1%
-778.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +8.0% | +5.1% | +2.9% | +7.5% |
| 30D | +22.4% | +7.7% | +14.7% | +21.5% |
| 3M | +3.8% | +2.2% | +1.7% | +3.6% |
| 6M | +13.7% | +23.8% | -10.1% | +11.2% |
| YTD | -11.7% | +13.9% | -25.6% | -13.1% |
| 1Y | -18.1% | +3.8% | -21.9% | -18.7% |
| 3Y | -34.7% | +28.0% | -62.8% | -36.8% |
| 5Y | -30.6% | +64.9% | -95.5% | -34.8% |
| All | -38.6% | +740.1% | -778.7% | -55.7% |
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