+83.7%
CDNS vs RACE
+62.4%
+21.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.4% |
| 7D | +7.0% | -4.0% | +11.0% | +9.1% |
| 30D | -0.3% | +3.5% | -3.8% | -2.1% |
| 3M | +3.2% | -0.4% | +3.6% | +3.0% |
| 6M | -6.9% | +23.2% | -30.1% | -16.7% |
| YTD | +6.6% | +11.0% | -4.4% | -0.7% |
| 1Y | +5.6% | -2.2% | +7.9% | +5.0% |
| 3Y | +27.4% | +22.5% | +4.9% | +1.5% |
| 5Y | +83.7% | +63.2% | +20.5% | +20.8% |
| All | +83.7% | +62.4% | +21.3% | +20.8% |
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