-50.7%
CCI vs RACE
+93.6%
-144.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.2% |
| 30D | +2.7% | +0.8% | +1.9% | +2.5% |
| 3M | -18.2% | +17.2% | -35.4% | -21.7% |
| 6M | -14.8% | +13.6% | -28.4% | -18.0% |
| YTD | -12.6% | +12.2% | -24.8% | -15.8% |
| 1Y | -16.7% | -16.3% | -0.5% | -14.0% |
| 3Y | -10.5% | +36.4% | -47.0% | -25.1% |
| All | -50.7% | +93.6% | -144.2% | -64.2% |
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