-52.8%
CPNG vs RACE
+92.4%
-145.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.6% |
| 7D | -6.3% | -1.0% | -5.2% | -5.7% |
| 30D | -8.7% | -1.5% | -7.2% | -8.0% |
| 3M | -2.4% | +15.5% | -17.9% | -10.2% |
| 6M | -22.3% | +17.3% | -39.6% | -29.6% |
| YTD | -37.2% | +11.1% | -48.3% | -42.0% |
| 1Y | -53.0% | -14.3% | -38.7% | -50.0% |
| 3Y | -20.0% | +40.2% | -60.2% | -51.5% |
| 5Y | -52.8% | +92.6% | -145.3% | -82.5% |
| All | -52.8% | +92.4% | -145.2% | -82.5% |
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 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