+136.0%
CNI vs RACE
+783.2%
-647.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +0.9% | -2.6% | +3.5% | +1.7% |
| 30D | -2.1% | -1.1% | -1.0% | -1.8% |
| 3M | +1.8% | +12.5% | -10.7% | -2.3% |
| 6M | +14.8% | +17.4% | -2.6% | +8.2% |
| YTD | +25.4% | +10.1% | +15.3% | +20.2% |
| 1Y | +32.9% | -15.1% | +48.1% | +37.7% |
| 3Y | +20.2% | +38.9% | -18.7% | +1.4% |
| 5Y | +12.2% | +90.7% | -78.5% | -17.3% |
| 10Y | +136.0% | +801.8% | -665.8% | +5.4% |
| All | +136.0% | +783.2% | -647.2% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling