+299.2%
CDW vs RACE
+647.6%
-348.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +3.2% | -2.5% | +5.7% | +4.2% |
| 30D | +9.3% | +0.8% | +8.5% | +8.9% |
| 3M | +9.8% | +17.2% | -7.4% | +2.7% |
| 6M | +23.3% | +13.6% | +9.8% | +15.8% |
| YTD | +13.7% | +12.2% | +1.4% | +6.6% |
| 1Y | -6.5% | -16.3% | +9.8% | -1.9% |
| 3Y | -25.2% | +36.4% | -61.7% | -38.4% |
| 5Y | -19.5% | +95.0% | -114.5% | -44.3% |
| 10Y | +285.8% | +813.2% | -527.4% | +63.7% |
| All | +299.2% | +647.6% | -348.4% | +62.8% |
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 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