+161.4%
CCJ vs RNG
+120.1%
+41.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -3.2% | -9.6% | +6.4% | -2.6% |
| 30D | -1.3% | +8.8% | -10.1% | -1.9% |
| 3M | +2.5% | +78.6% | -76.1% | -2.0% |
| 6M | -18.9% | +70.3% | -89.1% | -22.6% |
| YTD | +6.5% | +140.3% | -133.9% | -3.2% |
| 1Y | +22.8% | +126.6% | -103.8% | +12.4% |
| All | +161.4% | +120.1% | +41.2% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling