-46.8%
CPNG vs RACE
-16.2%
-30.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -7.4% | -2.5% | -4.9% | -7.0% |
| 30D | -4.4% | +0.8% | -5.2% | -4.6% |
| 3M | -7.5% | +17.2% | -24.7% | -10.2% |
| 6M | -19.9% | +13.6% | -33.5% | -22.7% |
| YTD | -35.2% | +12.2% | -47.4% | -37.7% |
| 1Y | -46.8% | -16.3% | -30.5% | -49.7% |
| All | -46.8% | -16.2% | -30.6% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling