+67.4%
RACE vs COO
-39.4%
+106.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | +5.7% | +5.3% | +0.4% | +3.9% |
| 30D | +9.3% | +12.5% | -3.3% | +5.1% |
| 3M | +3.8% | -15.1% | +19.0% | +9.1% |
| 6M | +29.8% | +3.7% | +26.1% | +26.7% |
| YTD | +15.6% | -22.5% | +38.1% | +24.9% |
| 1Y | +5.1% | -7.8% | +12.9% | +6.6% |
| 3Y | +30.8% | -24.1% | +54.9% | +34.7% |
| 5Y | +67.4% | -40.1% | +107.5% | +84.7% |
| All | +67.4% | -39.4% | +106.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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