+27.6%
CNH vs RACE
+0.7%
+27.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.7% | -3.9% | +10.5% | +8.1% |
| 30D | +7.2% | +6.8% | +0.4% | +4.8% |
| 3M | +17.5% | +1.3% | +16.2% | +16.8% |
| 6M | +15.0% | +26.3% | -11.3% | +4.6% |
| YTD | +36.8% | +13.8% | +23.0% | +25.8% |
| 1Y | +27.6% | -0.5% | +28.1% | +23.8% |
| All | +27.6% | +0.7% | +27.0% | +23.8% |
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