+1,118.4%
CCJ vs APD
+165.1%
+953.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +5.9% | -2.5% | +8.4% | +6.9% |
| 30D | +4.7% | -1.9% | +6.6% | +5.4% |
| 3M | -3.3% | +8.2% | -11.5% | -6.9% |
| 6M | -7.0% | +10.7% | -17.8% | -11.5% |
| YTD | +11.5% | +22.9% | -11.5% | +1.2% |
| 1Y | +32.3% | +5.8% | +26.5% | +27.0% |
| 3Y | +176.8% | +7.8% | +169.1% | +155.4% |
| 5Y | +351.8% | +26.1% | +325.7% | +279.0% |
| All | +1,118.4% | +165.1% | +953.3% | +497.2% |
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