+74.4%
CNP vs RACE
+93.6%
-19.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +1.1% | -2.5% | +3.6% | +1.4% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | -4.6% | +17.2% | -21.8% | -6.6% |
| 6M | -8.8% | +13.6% | -22.4% | -10.5% |
| YTD | +5.2% | +12.2% | -7.0% | +3.3% |
| 1Y | +8.3% | -16.3% | +24.6% | +10.5% |
| 3Y | +54.9% | +36.4% | +18.4% | +40.7% |
| All | +74.4% | +93.6% | -19.1% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling