+159.9%
CNI vs RACE
+663.9%
-504.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.3% |
| 7D | +0.3% | +3.9% | -3.6% | -0.8% |
| 30D | +8.0% | +7.4% | +0.6% | +5.7% |
| 3M | +1.0% | +1.6% | -0.6% | +0.4% |
| 6M | +15.2% | +23.3% | -8.1% | +7.3% |
| YTD | +30.9% | +14.7% | +16.2% | +24.1% |
| 1Y | +36.2% | +2.5% | +33.6% | +33.5% |
| 3Y | +22.6% | +28.0% | -5.4% | +7.9% |
| 5Y | +6.4% | +69.8% | -63.4% | -16.5% |
| 10Y | +142.0% | +734.9% | -592.9% | +20.4% |
| All | +159.9% | +663.9% | -504.1% | +20.1% |
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