+378.5%
APP vs CCJ
+510.9%
-132.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.2% |
| 7D | +0.1% | +5.9% | -5.8% | -2.4% |
| 30D | -10.0% | +4.7% | -14.7% | -12.2% |
| 3M | -44.6% | -3.3% | -41.4% | -44.1% |
| 6M | -37.9% | -7.0% | -30.8% | -37.4% |
| YTD | -53.7% | +11.5% | -65.2% | -56.9% |
| 1Y | -43.0% | +32.3% | -75.2% | -52.1% |
| 3Y | +640.8% | +176.8% | +463.9% | +331.4% |
| 5Y | +358.8% | +351.8% | +7.0% | +113.6% |
| All | +378.5% | +510.9% | -132.3% | +99.3% |
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 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