+628.2%
CDE vs RACE
+647.6%
-19.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.9% |
| 7D | +0.5% | -2.5% | +3.0% | +1.9% |
| 30D | +21.9% | +0.8% | +21.1% | +21.5% |
| 3M | +14.9% | +17.2% | -2.2% | +6.2% |
| 6M | -10.5% | +13.6% | -24.1% | -16.0% |
| YTD | +19.3% | +12.2% | +7.0% | +11.7% |
| 1Y | +50.8% | -16.3% | +67.1% | +61.7% |
| 3Y | +782.3% | +36.4% | +745.9% | +602.5% |
| 5Y | +191.7% | +95.0% | +96.7% | +87.9% |
| 10Y | +57.6% | +813.2% | -755.6% | -42.7% |
| All | +628.2% | +647.6% | -19.4% | +156.7% |
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