+205.8%
CNP vs RACE
+670.3%
-464.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | -5.3% | +5.7% | -11.0% | -6.6% |
| 30D | +3.7% | +9.3% | -5.6% | +1.4% |
| 3M | -1.1% | +3.8% | -4.9% | -2.2% |
| 6M | -7.1% | +29.8% | -36.9% | -13.5% |
| YTD | +6.0% | +15.6% | -9.6% | +1.1% |
| 1Y | +5.2% | +5.1% | +0.1% | +2.7% |
| 3Y | +57.5% | +30.8% | +26.7% | +38.9% |
| 5Y | +70.0% | +67.4% | +2.6% | +36.0% |
| 10Y | +137.8% | +793.6% | -655.8% | +27.6% |
| All | +205.8% | +670.3% | -464.5% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling