+520.8%
APP vs CCJ
+345.2%
+175.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +1.5% |
| 7D | +48.9% | +3.7% | +45.3% | +46.2% |
| 30D | +49.4% | -13.7% | +63.1% | +58.5% |
| 3M | +27.0% | -24.7% | +51.7% | +41.5% |
| 6M | -15.4% | -38.1% | +22.7% | +1.8% |
| YTD | -39.9% | -18.8% | -21.2% | -36.5% |
| 1Y | -32.0% | -19.5% | -12.4% | -27.9% |
| 3Y | +824.3% | +75.9% | +748.4% | +551.8% |
| 5Y | +252.4% | +173.1% | +79.3% | +91.3% |
| All | +520.8% | +345.2% | +175.6% | +193.4% |
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