+17.0%
CNH vs RACE
-4.6%
+21.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.3% |
| 7D | +6.4% | -4.0% | +10.4% | +8.0% |
| 30D | -1.6% | +3.5% | -5.2% | -2.8% |
| 3M | +11.6% | -0.4% | +12.0% | +11.6% |
| 6M | +12.5% | +23.2% | -10.6% | +3.3% |
| YTD | +31.1% | +11.0% | +20.1% | +21.5% |
| 1Y | +17.0% | -2.2% | +19.2% | +14.3% |
| All | +17.0% | -4.6% | +21.6% | +14.3% |
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