+1,080.5%
CCJ vs RACE
+793.3%
+287.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | +5.9% | -1.0% | +7.0% | +6.4% |
| 30D | +4.7% | -1.5% | +6.2% | +5.3% |
| 3M | -3.3% | +15.5% | -18.8% | -9.0% |
| 6M | -7.0% | +17.3% | -24.3% | -13.1% |
| YTD | +11.5% | +11.1% | +0.3% | +5.7% |
| 1Y | +32.3% | -14.3% | +46.5% | +37.5% |
| 3Y | +176.8% | +40.2% | +136.7% | +123.2% |
| 5Y | +351.8% | +92.6% | +259.2% | +212.0% |
| 10Y | +1,080.5% | +786.6% | +293.9% | +371.1% |
| All | +1,080.5% | +793.3% | +287.3% | +371.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling