+379.3%
CDE vs RACE
+649.8%
-270.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -3.0% |
| 7D | -9.6% | -1.2% | -8.4% | -9.0% |
| 30D | -6.7% | +6.1% | -12.8% | -9.4% |
| 3M | -24.2% | -0.3% | -23.9% | -24.0% |
| 6M | -29.1% | +23.4% | -52.5% | -36.2% |
| YTD | -21.5% | +12.5% | -34.0% | -26.6% |
| 1Y | -7.4% | -0.5% | -6.9% | -7.8% |
| 3Y | +596.3% | +23.6% | +572.7% | +486.9% |
| 5Y | +95.7% | +65.4% | +30.3% | +37.4% |
| 10Y | +53.0% | +715.5% | -662.5% | -42.1% |
| All | +379.3% | +649.8% | -270.5% | +68.9% |
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