+139.8%
CNP vs RACE
+738.3%
-598.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -4.3% | +3.9% | -8.2% | -5.3% |
| 30D | +5.7% | +7.4% | -1.7% | +3.8% |
| 3M | +0.9% | +1.6% | -0.7% | +0.3% |
| 6M | -1.1% | +23.3% | -24.4% | -6.9% |
| YTD | +8.3% | +14.7% | -6.4% | +3.2% |
| 1Y | +5.9% | +2.5% | +3.4% | +4.0% |
| 3Y | +64.6% | +28.0% | +36.7% | +44.4% |
| 5Y | +74.6% | +69.8% | +4.8% | +35.7% |
| 10Y | +139.8% | +734.9% | -595.0% | +35.6% |
| All | +139.8% | +738.3% | -598.4% | +35.6% |
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