+1,056.5%
CCJ vs RGEN
+415.7%
+640.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.0% | -1.4% | -2.6% | -3.8% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | -2.3% | +23.9% | -26.2% | -6.0% |
| 6M | -16.2% | +38.5% | -54.8% | -21.2% |
| YTD | +5.7% | +0.8% | +4.9% | +4.5% |
| 1Y | +21.3% | +38.2% | -17.0% | +13.3% |
| 3Y | +159.4% | +1.3% | +158.1% | +145.3% |
| 5Y | +300.7% | -44.0% | +344.7% | +294.5% |
| All | +1,056.5% | +415.7% | +640.8% | +790.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling