-39.3%
CPB vs RACE
+93.6%
-132.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.2% |
| 7D | -8.6% | -2.5% | -6.1% | -8.4% |
| 30D | -7.2% | +0.8% | -8.0% | -7.3% |
| 3M | +0.9% | +17.2% | -16.3% | -0.7% |
| 6M | -11.8% | +13.6% | -25.4% | -13.0% |
| YTD | -19.4% | +12.2% | -31.6% | -20.5% |
| 1Y | -30.4% | -16.3% | -14.1% | -29.9% |
| 3Y | -40.2% | +36.4% | -76.6% | -41.7% |
| All | -39.3% | +93.6% | -132.8% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling