+772.6%
CCJ vs APD
+187.0%
+585.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -17.2% | +11.0% | -28.3% | -20.7% |
| 3M | -25.1% | +1.3% | -26.4% | -25.7% |
| 6M | -37.6% | +6.4% | -43.9% | -39.5% |
| YTD | -20.4% | +28.9% | -49.3% | -29.0% |
| 1Y | -22.5% | +23.2% | -45.8% | -29.9% |
| 3Y | +72.5% | +26.3% | +46.1% | +48.8% |
| 5Y | +179.9% | +12.0% | +167.8% | +149.8% |
| 10Y | +772.6% | +183.2% | +589.4% | +352.2% |
| All | +772.6% | +187.0% | +585.6% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling