+30.0%
CCJ vs APA
+107.8%
-77.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.0% |
| 7D | +4.2% | +0.3% | +3.9% | +4.3% |
| 30D | +3.2% | +9.3% | -6.1% | +4.9% |
| 3M | -1.8% | +23.3% | -25.2% | +2.3% |
| 6M | -13.5% | +39.5% | -53.0% | -9.8% |
| YTD | +9.7% | +87.6% | -77.9% | +15.6% |
| 1Y | +30.0% | +114.2% | -84.2% | +43.7% |
| All | +30.0% | +107.8% | -77.8% | +43.7% |
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