+140.6%
CNP vs RACE
+717.8%
-577.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.5% |
| 7D | +2.5% | -4.0% | +6.5% | +3.5% |
| 30D | +4.0% | +3.5% | +0.5% | +3.0% |
| 3M | +1.6% | -0.4% | +2.1% | +1.5% |
| 6M | -1.7% | +23.2% | -24.8% | -7.5% |
| YTD | +8.6% | +11.0% | -2.4% | +4.3% |
| 1Y | +5.8% | -2.2% | +8.0% | +5.1% |
| 3Y | +63.0% | +22.5% | +40.5% | +44.6% |
| 5Y | +74.7% | +63.2% | +11.5% | +37.1% |
| All | +140.6% | +717.8% | -577.3% | +32.9% |
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