+391.7%
APP vs CCJ
+503.5%
-111.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | -23.3% | +6.9% | -30.1% | -25.7% |
| 3M | -42.6% | -11.6% | -31.0% | -40.0% |
| 6M | -33.6% | -16.2% | -17.4% | -30.2% |
| YTD | -52.4% | +10.1% | -62.5% | -55.5% |
| 1Y | -35.9% | +32.3% | -68.2% | -46.1% |
| 3Y | +642.2% | +171.3% | +470.9% | +336.1% |
| 5Y | +311.1% | +372.4% | -61.3% | +90.4% |
| All | +391.7% | +503.5% | -111.8% | +105.9% |
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