+457.1%
CCJ vs RACE
+658.9%
-201.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | -7.3% | +5.1% | -12.4% | -9.2% |
| 30D | -20.0% | +7.7% | -27.6% | -22.4% |
| 3M | -23.8% | +2.2% | -26.0% | -24.7% |
| 6M | -42.4% | +23.8% | -66.1% | -47.4% |
| YTD | -22.1% | +13.9% | -36.0% | -26.9% |
| 1Y | -20.8% | +3.8% | -24.6% | -23.1% |
| 3Y | +75.7% | +28.0% | +47.7% | +48.8% |
| 5Y | +167.4% | +64.9% | +102.5% | +98.4% |
| 10Y | +826.3% | +780.4% | +46.0% | +259.4% |
| All | +457.1% | +658.9% | -201.8% | +88.8% |
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