+35.3%
CNH vs RACE
+26.8%
+8.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.7% |
| 7D | +8.6% | +3.9% | +4.6% | +7.5% |
| 30D | +12.6% | +7.4% | +5.1% | +10.5% |
| 3M | +17.5% | +1.6% | +15.9% | +16.9% |
| 6M | +18.1% | +23.3% | -5.2% | +11.4% |
| YTD | +40.4% | +14.7% | +25.7% | +34.1% |
| 1Y | +34.0% | +2.5% | +31.5% | +31.1% |
| 3Y | +35.3% | +28.0% | +7.3% | +20.8% |
| All | +35.3% | +26.8% | +8.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling