+109.3%
CDE vs RACE
+68.9%
+40.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +3.1% | -3.9% | +6.9% | +5.2% |
| 30D | -10.3% | +6.8% | -17.1% | -13.3% |
| 3M | -19.1% | +1.3% | -20.4% | -19.6% |
| 6M | -24.0% | +26.3% | -50.3% | -32.5% |
| YTD | -15.6% | +13.8% | -29.4% | -21.6% |
| 1Y | -1.1% | -0.5% | -0.6% | -1.7% |
| 3Y | +613.1% | +25.6% | +587.5% | +466.8% |
| 5Y | +109.3% | +67.6% | +41.7% | +23.3% |
| All | +109.3% | +68.9% | +40.4% | +23.3% |
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