+11.0%
CNI vs RACE
+92.4%
-81.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | -2.5% | -1.5% | -1.0% | -2.1% |
| 3M | +2.7% | +15.5% | -12.7% | -1.6% |
| 6M | +16.9% | +17.3% | -0.3% | +11.2% |
| YTD | +26.3% | +11.1% | +15.2% | +21.6% |
| 1Y | +31.1% | -14.3% | +45.4% | +34.9% |
| 3Y | +21.1% | +40.2% | -19.1% | +1.3% |
| 5Y | +11.0% | +92.6% | -81.5% | -17.2% |
| All | +11.0% | +92.4% | -81.4% | -17.2% |
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