+1,804.4%
APO vs CCJ
+298.4%
+1,506.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | +3.5% | +6.9% | -3.4% | +1.6% |
| 3M | +4.5% | -11.6% | +16.2% | +7.0% |
| 6M | +22.8% | -16.2% | +39.0% | +26.1% |
| YTD | -6.5% | +10.1% | -16.6% | -11.2% |
| 1Y | +0.8% | +32.3% | -31.4% | -10.3% |
| 3Y | +62.0% | +171.3% | -109.3% | +14.8% |
| 5Y | +138.2% | +372.4% | -234.1% | +40.5% |
| 10Y | +940.3% | +1,070.0% | -129.8% | +329.6% |
| All | +1,804.4% | +298.4% | +1,506.0% | +888.1% |
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 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