+198.5%
CNH vs RACE
+647.6%
-449.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +5.0% |
| 7D | +23.3% | -2.5% | +25.8% | +24.7% |
| 30D | +33.5% | +0.8% | +32.7% | +32.8% |
| 3M | +32.7% | +17.2% | +15.6% | +22.0% |
| 6M | +22.2% | +13.6% | +8.6% | +13.6% |
| YTD | +57.7% | +12.2% | +45.5% | +46.6% |
| 1Y | +28.0% | -16.3% | +44.2% | +36.5% |
| 3Y | +11.5% | +36.4% | -24.9% | -14.0% |
| 5Y | +11.9% | +95.0% | -83.1% | -31.7% |
| 10Y | +162.8% | +813.2% | -650.5% | -29.2% |
| All | +198.5% | +647.6% | -449.1% | -24.0% |
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