+527.5%
APP vs CCJ
+323.7%
+203.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.5% |
| 7D | +4.6% | -0.8% | +5.4% | +4.9% |
| 30D | +56.0% | -13.2% | +69.2% | +65.0% |
| 3M | +30.8% | -27.6% | +58.5% | +48.1% |
| 6M | -9.8% | -38.7% | +28.9% | +8.9% |
| YTD | -39.3% | -22.7% | -16.6% | -34.5% |
| 1Y | -26.4% | -17.6% | -8.9% | -22.8% |
| 3Y | +887.9% | +62.7% | +825.2% | +619.9% |
| 5Y | +264.1% | +159.7% | +104.4% | +101.7% |
| All | +527.5% | +323.7% | +203.7% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling