-25.9%
CCJ vs RGEN
+19.5%
-45.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -14.5% | -3.5% | -11.0% | -13.8% |
| 30D | -18.1% | -6.0% | -12.1% | -17.3% |
| 3M | -23.0% | +19.0% | -42.0% | -25.8% |
| 6M | -39.4% | +50.7% | -90.1% | -45.4% |
| YTD | -21.7% | +8.8% | -30.4% | -20.4% |
| 1Y | -25.9% | +21.3% | -47.2% | -28.8% |
| All | -25.9% | +19.5% | -45.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling