+844.8%
CCJ vs APD
+192.6%
+652.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.4% |
| 30D | -14.4% | +10.6% | -25.0% | -17.8% |
| 3M | -22.6% | +2.5% | -25.1% | -23.5% |
| 6M | -35.4% | +6.0% | -41.4% | -37.3% |
| YTD | -17.6% | +28.4% | -46.1% | -26.5% |
| 1Y | -18.1% | +22.2% | -40.3% | -25.7% |
| 3Y | +79.6% | +26.6% | +53.0% | +54.6% |
| 5Y | +175.3% | +11.8% | +163.5% | +145.8% |
| 10Y | +844.8% | +187.8% | +657.0% | +367.6% |
| All | +844.8% | +192.6% | +652.3% | +367.6% |
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