-37.9%
CPB vs RACE
+647.6%
-685.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 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% | -29.7% |
| 3Y | -40.2% | +36.4% | -76.6% | -42.3% |
| 5Y | -39.5% | +95.0% | -134.5% | -43.9% |
| 10Y | -47.4% | +813.2% | -860.6% | -57.3% |
| All | -37.9% | +647.6% | -685.5% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling