-35.6%
CPB vs RACE
+28.1%
-63.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +8.0% | +5.1% | +2.9% | +7.3% |
| 30D | +22.4% | +7.7% | +14.7% | +21.3% |
| 3M | +2.5% | +2.2% | +0.4% | +2.2% |
| 6M | +12.2% | +23.8% | -11.5% | +9.3% |
| YTD | -12.8% | +13.9% | -26.7% | -14.5% |
| 1Y | -19.2% | +3.8% | -22.9% | -20.0% |
| 3Y | -35.6% | +28.0% | -63.6% | -35.1% |
| All | -35.6% | +28.1% | -63.7% | -35.1% |
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