-25.9%
CCJ vs APA
+107.6%
-133.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -2.4% |
| 7D | -14.5% | -13.0% | -1.6% | -16.5% |
| 30D | -18.1% | +2.0% | -20.0% | -17.3% |
| 3M | -23.0% | +24.9% | -47.9% | -19.2% |
| 6M | -39.4% | +7.2% | -46.6% | -37.6% |
| YTD | -21.7% | +87.1% | -108.7% | -19.3% |
| 1Y | -25.9% | +107.2% | -133.1% | -21.1% |
| All | -25.9% | +107.6% | -133.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling