-32.7%
CCL vs RACE
+658.9%
-691.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.9% |
| 7D | +2.6% | +5.1% | -2.5% | -0.6% |
| 30D | +13.1% | +7.7% | +5.4% | +7.8% |
| 3M | +3.3% | +2.2% | +1.1% | +1.7% |
| 6M | +8.7% | +23.8% | -15.0% | -6.1% |
| YTD | -1.6% | +13.9% | -15.5% | -10.2% |
| 1Y | +14.0% | +3.8% | +10.2% | +10.4% |
| 3Y | +145.1% | +28.0% | +117.1% | +91.3% |
| 5Y | +21.2% | +64.9% | -43.7% | -20.7% |
| 10Y | -29.8% | +780.4% | -810.2% | -76.7% |
| All | -32.7% | +658.9% | -691.6% | -78.7% |
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