+28.0%
CNH vs RACE
-16.2%
+44.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +4.7% |
| 7D | +23.3% | -2.5% | +25.8% | +24.2% |
| 30D | +33.5% | +0.8% | +32.7% | +33.1% |
| 3M | +32.7% | +17.2% | +15.6% | +26.1% |
| 6M | +22.2% | +13.6% | +8.6% | +15.9% |
| YTD | +57.7% | +12.2% | +45.5% | +49.0% |
| 1Y | +28.0% | -16.3% | +44.2% | +27.4% |
| All | +28.0% | -16.2% | +44.2% | +27.4% |
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