-33.3%
CPB vs RACE
+68.9%
-102.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.1% | -3.9% | -0.2% | -3.7% |
| 30D | +16.9% | +6.8% | +10.1% | +16.1% |
| 3M | -0.6% | +1.3% | -1.9% | -0.7% |
| 6M | +11.4% | +26.3% | -14.9% | +8.7% |
| YTD | -14.8% | +13.8% | -28.6% | -16.2% |
| 1Y | -24.8% | -0.5% | -24.3% | -25.2% |
| 3Y | -36.6% | +25.6% | -62.3% | -38.1% |
| 5Y | -33.3% | +67.6% | -100.9% | -38.3% |
| All | -33.3% | +68.9% | -102.2% | -38.3% |
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 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