+1,583.6%
CCJ vs APA
+505.8%
+1,077.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +6.9% | +23.4% | -16.5% | -0.8% |
| 3M | -11.6% | +12.7% | -24.3% | -16.3% |
| 6M | -16.2% | +39.4% | -55.6% | -27.8% |
| YTD | +10.1% | +79.0% | -68.8% | -13.3% |
| 1Y | +32.3% | +88.8% | -56.6% | +0.5% |
| 3Y | +171.3% | +6.4% | +164.9% | +136.5% |
| 5Y | +372.4% | +153.0% | +219.4% | +192.4% |
| 10Y | +1,070.0% | +7.5% | +1,062.5% | +589.2% |
| All | +1,583.6% | +505.8% | +1,077.9% | +784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling