+134.8%
CNP vs RACE
+740.1%
-605.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -4.2% | +5.1% | -9.3% | -5.4% |
| 30D | +5.5% | +7.7% | -2.2% | +3.5% |
| 3M | +0.6% | +2.2% | -1.6% | -0.2% |
| 6M | -2.8% | +23.8% | -26.6% | -8.6% |
| YTD | +7.9% | +13.9% | -6.0% | +3.0% |
| 1Y | +6.7% | +3.8% | +2.9% | +4.3% |
| 3Y | +61.1% | +28.0% | +33.1% | +41.2% |
| 5Y | +73.0% | +64.9% | +8.0% | +35.8% |
| All | +134.8% | +740.1% | -605.2% | +32.1% |
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 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