+136.0%
APO vs CCJ
+347.8%
-211.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.0% | +4.2% | -5.2% | -2.0% |
| 30D | -0.4% | +3.2% | -3.6% | -1.3% |
| 3M | -0.9% | -1.8% | +0.9% | -0.9% |
| 6M | +22.1% | -13.5% | +35.7% | +24.6% |
| YTD | -8.4% | +9.7% | -18.1% | -13.3% |
| 1Y | -0.9% | +30.0% | -30.9% | -12.4% |
| 3Y | +56.1% | +172.6% | -116.5% | +5.6% |
| 5Y | +136.0% | +342.9% | -206.9% | +36.0% |
| All | +136.0% | +347.8% | -211.8% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling