+75.7%
CCJ vs RACE
+28.1%
+47.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -7.3% | +5.1% | -12.4% | -8.6% |
| 30D | -20.0% | +7.7% | -27.6% | -21.6% |
| 3M | -23.8% | +2.2% | -26.0% | -24.4% |
| 6M | -42.4% | +23.8% | -66.1% | -45.7% |
| YTD | -22.1% | +13.9% | -36.0% | -25.3% |
| 1Y | -20.8% | +3.8% | -24.6% | -22.6% |
| 3Y | +75.7% | +28.0% | +47.7% | +55.5% |
| All | +75.7% | +28.1% | +47.6% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling