-35.8%
CPB vs RACE
+26.8%
-62.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +2.9% | +0.2% | +2.6% | +2.8% |
| 30D | +17.6% | +6.6% | +11.0% | +16.7% |
| 3M | +2.0% | +2.2% | -0.2% | +1.7% |
| 6M | +11.6% | +22.4% | -10.7% | +8.8% |
| YTD | -13.8% | +13.8% | -27.6% | -15.4% |
| 1Y | -21.6% | +2.2% | -23.8% | -22.3% |
| 3Y | -35.8% | +25.6% | -61.4% | -35.3% |
| All | -35.8% | +26.8% | -62.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling