+1.4%
CCL vs RACE
+93.6%
-92.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.5% |
| 7D | -5.0% | -2.5% | -2.5% | -3.3% |
| 30D | -20.3% | +0.8% | -21.1% | -21.0% |
| 3M | -15.1% | +17.2% | -32.3% | -24.9% |
| 6M | -15.1% | +13.6% | -28.7% | -23.2% |
| YTD | -21.8% | +12.2% | -34.0% | -28.9% |
| 1Y | -24.8% | -16.3% | -8.5% | -16.7% |
| 3Y | +51.9% | +36.4% | +15.4% | -4.2% |
| All | +1.4% | +93.6% | -92.2% | -54.6% |
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