+1,583.6%
CCJ vs RGEN
+14,395.1%
-12,811.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | +6.9% | +5.7% | +1.2% | +6.6% |
| 3M | -11.6% | +32.4% | -44.1% | -12.8% |
| 6M | -16.2% | +33.2% | -49.4% | -17.5% |
| YTD | +10.1% | +2.3% | +7.8% | +9.7% |
| 1Y | +32.3% | +39.0% | -6.7% | +29.8% |
| 3Y | +171.3% | -4.6% | +175.9% | +168.3% |
| 5Y | +372.4% | -42.7% | +415.1% | +372.3% |
| 10Y | +1,070.0% | +433.6% | +636.4% | +981.8% |
| All | +1,583.6% | +14,395.1% | -12,811.5% | +1,386.3% |
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