+203.5%
CNP vs RACE
+647.6%
-444.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | -1.8% | +0.8% | -2.6% | -2.1% |
| 3M | -4.6% | +17.2% | -21.8% | -8.6% |
| 6M | -8.8% | +13.6% | -22.4% | -12.3% |
| YTD | +5.2% | +12.2% | -7.0% | +1.2% |
| 1Y | +8.3% | -16.3% | +24.6% | +11.6% |
| 3Y | +54.9% | +36.4% | +18.4% | +34.5% |
| 5Y | +73.5% | +95.0% | -21.5% | +31.5% |
| 10Y | +139.1% | +813.2% | -674.1% | +28.2% |
| All | +203.5% | +647.6% | -444.1% | +55.8% |
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 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