-2.5%
APO vs CCJ
-22.9%
+20.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +5.8% | -0.8% | +6.6% | +5.8% |
| 30D | +8.9% | -13.2% | +22.1% | +10.5% |
| 3M | -13.6% | -27.6% | +14.0% | -10.7% |
| 6M | -5.4% | -38.7% | +33.3% | -1.1% |
| YTD | -13.6% | -22.7% | +9.1% | -15.1% |
| 1Y | -2.5% | -17.6% | +15.1% | -5.4% |
| All | -2.5% | -22.9% | +20.4% | -5.4% |
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