+687.1%
CCJ vs RACE
+647.6%
+39.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.2% |
| 6M | -16.2% | +13.6% | -29.8% | -20.6% |
| YTD | +10.1% | +12.2% | -2.1% | +4.1% |
| 1Y | +32.3% | -16.3% | +48.5% | +38.8% |
| 3Y | +171.3% | +36.4% | +134.9% | +123.1% |
| 5Y | +372.4% | +95.0% | +277.4% | +229.0% |
| 10Y | +1,070.0% | +813.2% | +256.8% | +348.1% |
| All | +687.1% | +647.6% | +39.5% | +168.9% |
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