+8.2%
CPNG vs RACE
+26.8%
-18.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +11.7% | +3.9% | +7.8% | +10.8% |
| 30D | +3.8% | +7.4% | -3.6% | +2.1% |
| 3M | +1.2% | +1.6% | -0.4% | +0.9% |
| 6M | -3.3% | +23.3% | -26.6% | -7.6% |
| YTD | -30.4% | +14.7% | -45.1% | -33.0% |
| 1Y | -43.1% | +2.5% | -45.7% | -44.1% |
| 3Y | +8.2% | +28.0% | -19.7% | -7.5% |
| All | +8.2% | +26.8% | -18.6% | -7.5% |
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