+150.7%
CNI vs RACE
+647.6%
-496.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -3.3% | +0.8% | -4.0% | -3.5% |
| 3M | +3.8% | +17.2% | -13.4% | -1.5% |
| 6M | +12.7% | +13.6% | -0.9% | +7.6% |
| YTD | +26.3% | +12.2% | +14.1% | +20.6% |
| 1Y | +29.9% | -16.3% | +46.2% | +34.9% |
| 3Y | +15.9% | +36.4% | -20.5% | -0.2% |
| 5Y | +6.9% | +95.0% | -88.0% | -19.8% |
| 10Y | +126.8% | +813.2% | -686.5% | +10.8% |
| All | +150.7% | +647.6% | -496.9% | +16.7% |
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