+139.6%
CNH vs RACE
+658.9%
-519.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.5% |
| 7D | -1.7% | +5.1% | -6.8% | -4.2% |
| 30D | -7.2% | +7.7% | -14.9% | -10.7% |
| 3M | +6.5% | +2.2% | +4.4% | +5.0% |
| 6M | +7.9% | +23.8% | -15.9% | -4.2% |
| YTD | +26.6% | +13.9% | +12.7% | +16.4% |
| 1Y | +13.8% | +3.8% | +10.0% | +9.5% |
| 3Y | +9.2% | +28.0% | -18.8% | -12.6% |
| 5Y | -15.6% | +64.9% | -80.5% | -43.2% |
| 10Y | +119.2% | +780.4% | -661.2% | -40.0% |
| All | +139.6% | +658.9% | -519.2% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling