-1.4%
CDNS vs RACE
+3.3%
-4.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.1% |
| 7D | -2.4% | +5.1% | -7.5% | -3.6% |
| 30D | -10.2% | +7.7% | -17.9% | -11.9% |
| 3M | -5.5% | +2.2% | -7.6% | -5.9% |
| 6M | -9.9% | +23.8% | -33.6% | -15.0% |
| YTD | +2.3% | +13.9% | -11.6% | -5.1% |
| 1Y | -1.4% | +3.8% | -5.2% | -6.5% |
| All | -1.4% | +3.3% | -4.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling