+351.8%
CCJ vs APD
+26.2%
+325.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +5.9% | -2.5% | +8.4% | +6.7% |
| 30D | +4.7% | -1.9% | +6.6% | +5.2% |
| 3M | -3.3% | +8.2% | -11.5% | -6.2% |
| 6M | -7.0% | +10.7% | -17.8% | -10.6% |
| YTD | +11.5% | +22.9% | -11.5% | +3.0% |
| 1Y | +32.3% | +5.8% | +26.5% | +28.7% |
| 3Y | +176.8% | +7.8% | +169.1% | +163.5% |
| 5Y | +351.8% | +26.1% | +325.7% | +238.3% |
| All | +351.8% | +26.2% | +325.6% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling