+163.9%
CCJ vs RACE
+64.4%
+99.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | -13.2% | +6.1% | -19.3% | -15.4% |
| 3M | -27.6% | -0.3% | -27.4% | -27.7% |
| 6M | -38.7% | +23.4% | -62.1% | -44.1% |
| YTD | -22.7% | +12.5% | -35.2% | -27.3% |
| 1Y | -17.6% | -0.5% | -17.1% | -18.5% |
| 3Y | +62.7% | +23.6% | +39.1% | +31.5% |
| All | +163.9% | +64.4% | +99.5% | +76.1% |
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 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