+64.6%
CNP vs RACE
+26.8%
+37.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -4.3% | +3.9% | -8.2% | -4.5% |
| 30D | +5.7% | +7.4% | -1.7% | +5.4% |
| 3M | +0.9% | +1.6% | -0.7% | +0.8% |
| 6M | -1.1% | +23.3% | -24.4% | -2.2% |
| YTD | +8.3% | +14.7% | -6.4% | +7.3% |
| 1Y | +5.9% | +2.5% | +3.4% | +5.7% |
| 3Y | +64.6% | +28.0% | +36.7% | +56.1% |
| All | +64.6% | +26.8% | +37.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling