-37.5%
APH vs CCJ
-15.7%
-21.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.0% | -49.8% | -48.3% |
| 7D | -48.7% | -5.3% | -43.4% | -48.0% |
| 30D | -51.9% | +6.9% | -58.8% | -53.2% |
| 3M | -43.6% | -11.6% | -31.9% | -42.4% |
| 6M | -37.5% | -16.2% | -21.3% | -36.1% |
| All | -37.5% | -15.7% | -21.8% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling