+528.8%
APP vs CCJ
+351.5%
+177.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +2.4% |
| 7D | +79.2% | +2.7% | +76.4% | +76.4% |
| 30D | +48.0% | -14.4% | +62.4% | +57.5% |
| 3M | +18.2% | -22.6% | +40.8% | +30.1% |
| 6M | -12.5% | -35.4% | +22.9% | +3.4% |
| YTD | -39.2% | -17.6% | -21.5% | -36.1% |
| 1Y | -33.9% | -18.1% | -15.7% | -30.3% |
| 3Y | +933.3% | +79.6% | +853.7% | +622.4% |
| 5Y | +295.9% | +175.3% | +120.6% | +113.6% |
| All | +528.8% | +351.5% | +177.3% | +195.4% |
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