+79.6%
CCJ vs APA
+34.8%
+44.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +2.7% | -8.7% | +11.5% | +3.1% |
| 30D | -14.4% | -2.4% | -12.0% | -14.3% |
| 3M | -22.6% | +19.0% | -41.6% | -23.5% |
| 6M | -35.4% | +26.8% | -62.2% | -36.7% |
| YTD | -17.6% | +87.3% | -105.0% | -24.6% |
| 1Y | -18.1% | +92.3% | -110.4% | -25.5% |
| 3Y | +79.6% | +37.3% | +42.3% | +57.9% |
| All | +79.6% | +34.8% | +44.8% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling