+1,659.1%
APO vs CCJ
+179.7%
+1,479.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | +8.9% | -13.2% | +22.1% | +12.4% |
| 3M | -13.6% | -27.6% | +14.0% | -7.1% |
| 6M | -5.4% | -38.7% | +33.3% | +5.4% |
| YTD | -13.6% | -22.7% | +9.1% | -11.0% |
| 1Y | -2.5% | -17.6% | +15.1% | -1.3% |
| 3Y | +50.9% | +62.7% | -11.8% | +21.5% |
| 5Y | +81.4% | +159.7% | -78.3% | +24.4% |
| 10Y | +843.9% | +769.3% | +74.6% | +317.6% |
| All | +1,659.1% | +179.7% | +1,479.3% | +891.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling