+58.4%
CNP vs RACE
+30.0%
+28.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.5% |
| 7D | -5.3% | +5.7% | -11.0% | -5.5% |
| 30D | +3.7% | +9.3% | -5.6% | +3.2% |
| 3M | -1.1% | +3.8% | -4.9% | -1.3% |
| 6M | -7.1% | +29.8% | -36.9% | -8.5% |
| YTD | +6.0% | +15.6% | -9.6% | +5.0% |
| 1Y | +5.2% | +5.1% | +0.1% | +4.9% |
| All | +58.4% | +30.0% | +28.4% | +49.8% |
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