+133.2%
CNH vs RACE
+670.3%
-537.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.8% |
| 7D | -0.4% | +5.7% | -6.0% | -3.1% |
| 30D | -15.2% | +9.3% | -24.5% | -19.0% |
| 3M | +4.3% | +3.8% | +0.4% | +2.0% |
| 6M | +10.1% | +29.8% | -19.7% | -4.5% |
| YTD | +23.2% | +15.6% | +7.6% | +12.5% |
| 1Y | +8.5% | +5.1% | +3.4% | +3.8% |
| 3Y | +4.1% | +30.8% | -26.7% | -17.6% |
| 5Y | -17.8% | +67.4% | -85.3% | -45.1% |
| 10Y | +113.3% | +793.6% | -680.3% | -42.1% |
| All | +133.2% | +670.3% | -537.1% | -41.7% |
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