-12.2%
CNH vs RACE
+68.9%
-81.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.7% | -3.9% | +10.5% | +8.3% |
| 30D | +7.2% | +6.8% | +0.4% | +4.5% |
| 3M | +17.5% | +1.3% | +16.2% | +16.6% |
| 6M | +15.0% | +26.3% | -11.3% | +4.4% |
| YTD | +36.8% | +13.8% | +23.0% | +28.5% |
| 1Y | +27.6% | -0.5% | +28.1% | +26.2% |
| 3Y | +34.3% | +25.6% | +8.7% | +10.8% |
| 5Y | -12.2% | +67.6% | -79.8% | -41.8% |
| All | -12.2% | +68.9% | -81.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling