+1,293.8%
CDNS vs RACE
+647.6%
+646.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.1% |
| 7D | -14.0% | -2.5% | -11.5% | -12.9% |
| 30D | -13.2% | +0.8% | -13.9% | -13.5% |
| 3M | -28.9% | +17.2% | -46.1% | -34.3% |
| 6M | -4.2% | +13.6% | -17.8% | -10.7% |
| YTD | -6.4% | +12.2% | -18.6% | -12.8% |
| 1Y | -16.2% | -16.3% | 0.0% | -11.1% |
| 3Y | +20.2% | +36.4% | -16.3% | -3.8% |
| 5Y | +76.6% | +95.0% | -18.3% | +16.8% |
| 10Y | +1,029.7% | +813.2% | +216.4% | +364.9% |
| All | +1,293.8% | +647.6% | +646.2% | +450.4% |
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