+753.7%
CCJ vs APD
+191.9%
+561.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +3.8% | -4.6% | -2.2% |
| 30D | -13.2% | +8.2% | -21.4% | -15.9% |
| 3M | -27.6% | +4.3% | -31.9% | -29.0% |
| 6M | -38.7% | +4.7% | -43.4% | -40.2% |
| YTD | -22.7% | +31.5% | -54.2% | -31.6% |
| 1Y | -17.6% | +23.5% | -41.1% | -25.5% |
| 3Y | +62.7% | +29.1% | +33.6% | +39.2% |
| 5Y | +159.7% | +15.9% | +143.8% | +128.6% |
| All | +753.7% | +191.9% | +561.8% | +341.9% |
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