+537.2%
CCJ vs RNG
+309.1%
+228.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.9% |
| 7D | +5.9% | -0.8% | +6.8% | +6.0% |
| 30D | +4.7% | +11.4% | -6.7% | +2.9% |
| 3M | -3.3% | +72.1% | -75.4% | -11.8% |
| 6M | -7.0% | +67.9% | -75.0% | -15.8% |
| YTD | +11.5% | +144.3% | -132.9% | -6.6% |
| 1Y | +32.3% | +117.5% | -85.3% | +12.7% |
| 3Y | +176.8% | +123.9% | +53.0% | +126.5% |
| 5Y | +351.8% | -70.1% | +421.9% | +374.7% |
| 10Y | +1,080.5% | +215.9% | +864.6% | +661.3% |
| All | +537.2% | +309.1% | +228.1% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling