+71.5%
CDNS vs RACE
+87.3%
-15.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -7.2% | -2.6% | -4.6% | -6.0% |
| 30D | -14.3% | -1.1% | -13.2% | -13.8% |
| 3M | -27.2% | +12.5% | -39.7% | -31.6% |
| 6M | -4.5% | +17.4% | -21.9% | -12.6% |
| YTD | -9.0% | +10.1% | -19.1% | -14.6% |
| 1Y | -21.3% | -15.1% | -6.2% | -16.5% |
| 3Y | +19.6% | +38.9% | -19.3% | -12.7% |
| 5Y | +71.5% | +90.7% | -19.1% | +2.1% |
| All | +71.5% | +87.3% | -15.7% | +2.1% |
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