+346.1%
CCJ vs RACE
+93.6%
+252.6%
-40.0%
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% | +0.9% |
| 7D | +0.7% | -2.5% | +3.2% | +1.8% |
| 30D | +6.9% | +0.8% | +6.1% | +6.5% |
| 3M | -11.6% | +17.2% | -28.8% | -17.5% |
| 6M | -16.2% | +13.6% | -29.8% | -20.8% |
| YTD | +10.1% | +12.2% | -2.1% | +3.9% |
| 1Y | +32.3% | -16.3% | +48.5% | +39.9% |
| 3Y | +171.3% | +36.4% | +134.9% | +105.6% |
| All | +346.1% | +93.6% | +252.6% | +188.4% |
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