+1,117.9%
CCJ vs RGEN
+14,946.9%
-13,829.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | -17.2% | +0.1% | -17.3% | -17.2% |
| 3M | -25.1% | +6.6% | -31.7% | -25.4% |
| 6M | -37.6% | +40.9% | -78.5% | -38.7% |
| YTD | -20.4% | +6.2% | -26.5% | -20.8% |
| 1Y | -22.5% | +19.4% | -42.0% | -23.4% |
| 3Y | +72.5% | +17.9% | +54.6% | +69.2% |
| 5Y | +179.9% | -34.0% | +213.9% | +178.4% |
| 10Y | +772.6% | +453.9% | +318.7% | +705.4% |
| All | +1,117.9% | +14,946.9% | -13,829.1% | +972.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling