+22.2%
CCJ vs RNG
+128.5%
-106.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | -3.2% | -9.6% | +6.4% | -3.4% |
| 30D | -1.3% | +8.8% | -10.1% | -1.0% |
| 3M | +2.5% | +78.6% | -76.1% | +4.3% |
| 6M | -18.9% | +70.3% | -89.1% | -17.5% |
| YTD | +6.5% | +140.3% | -133.9% | +10.3% |
| All | +22.2% | +128.5% | -106.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling