-21.5%
CDW vs RACE
+30.0%
-51.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -5.5% |
| 7D | -4.1% | +5.7% | -9.8% | -5.3% |
| 30D | +16.7% | +9.3% | +7.5% | +14.4% |
| 3M | +13.6% | +3.8% | +9.8% | +12.7% |
| 6M | +17.0% | +29.8% | -12.8% | +9.7% |
| YTD | +18.1% | +15.6% | +2.5% | +13.2% |
| 1Y | +10.5% | +5.1% | +5.4% | +8.7% |
| All | -21.5% | +30.0% | -51.5% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling