+813.5%
CCJ vs RGEN
+450.6%
+362.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +3.7% | -3.1% | +6.8% | +4.3% |
| 30D | -13.7% | +0.1% | -13.8% | -13.7% |
| 3M | -24.7% | +4.8% | -29.5% | -25.5% |
| 6M | -38.1% | +48.9% | -87.1% | -42.4% |
| YTD | -18.8% | +5.3% | -24.1% | -20.4% |
| 1Y | -19.5% | +12.5% | -32.0% | -21.9% |
| 3Y | +75.9% | +17.0% | +58.9% | +62.9% |
| 5Y | +173.1% | -35.4% | +208.5% | +164.0% |
| 10Y | +813.5% | +434.6% | +378.9% | +620.1% |
| All | +813.5% | +450.6% | +362.8% | +620.1% |
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