+1,082.1%
CCJ vs RGEN
+14,411.6%
-13,329.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.5% |
| 7D | -0.8% | -3.3% | +2.5% | -0.6% |
| 30D | -13.2% | -5.8% | -7.3% | -12.9% |
| 3M | -27.6% | +0.2% | -27.8% | -27.7% |
| 6M | -38.7% | +56.8% | -95.5% | -40.0% |
| YTD | -22.7% | +2.4% | -25.1% | -23.0% |
| 1Y | -17.6% | +11.4% | -29.0% | -18.2% |
| 3Y | +62.7% | +15.2% | +47.5% | +59.8% |
| 5Y | +159.7% | -35.1% | +194.8% | +158.6% |
| 10Y | +769.3% | +419.6% | +349.7% | +704.3% |
| All | +1,082.1% | +14,411.6% | -13,329.5% | +943.0% |
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 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