+124.0%
CNH vs RACE
+738.3%
-614.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.6% |
| 7D | +8.6% | +3.9% | +4.6% | +6.4% |
| 30D | +12.6% | +7.4% | +5.1% | +8.5% |
| 3M | +17.5% | +1.6% | +15.9% | +16.2% |
| 6M | +18.1% | +23.3% | -5.2% | +5.2% |
| YTD | +40.4% | +14.7% | +25.7% | +28.8% |
| 1Y | +34.0% | +2.5% | +31.5% | +29.9% |
| 3Y | +35.3% | +28.0% | +7.3% | +7.7% |
| 5Y | -5.1% | +69.8% | -74.9% | -38.0% |
| 10Y | +124.0% | +734.9% | -610.9% | -32.0% |
| All | +124.0% | +738.3% | -614.3% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling