+2.8%
CNC vs RACE
+92.4%
-89.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -1.8% | -1.5% | -0.3% | -1.7% |
| 3M | -0.7% | +15.5% | -16.2% | -2.6% |
| 6M | +47.9% | +17.3% | +30.7% | +44.4% |
| YTD | +56.9% | +11.1% | +45.8% | +54.0% |
| 1Y | +123.9% | -14.3% | +138.2% | +127.1% |
| 3Y | -1.3% | +40.2% | -41.4% | -9.5% |
| 5Y | +2.8% | +92.6% | -89.8% | -15.6% |
| All | +2.8% | +92.4% | -89.7% | -15.6% |
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