-26.3%
APH vs CCJ
+31.2%
-57.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.0% | -49.8% | -48.3% |
| 7D | -48.7% | -5.3% | -43.4% | -48.2% |
| 30D | -51.9% | +6.9% | -58.8% | -53.1% |
| 3M | -43.6% | -11.6% | -31.9% | -42.3% |
| 6M | -37.5% | -16.2% | -21.3% | -36.0% |
| YTD | -38.6% | +10.1% | -48.7% | -41.0% |
| 1Y | -26.3% | +32.3% | -58.6% | -31.0% |
| All | -26.3% | +31.2% | -57.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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