+62.7%
CCJ vs APD
+29.7%
+33.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +3.8% | -4.6% | -1.3% |
| 30D | -13.2% | +8.2% | -21.4% | -14.1% |
| 3M | -27.6% | +4.3% | -31.9% | -28.1% |
| 6M | -38.7% | +4.7% | -43.4% | -39.1% |
| YTD | -22.7% | +31.5% | -54.2% | -25.8% |
| 1Y | -17.6% | +23.5% | -41.1% | -20.1% |
| 3Y | +62.7% | +29.1% | +33.6% | +60.1% |
| All | +62.7% | +29.7% | +33.0% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling