+157.0%
CCJ vs APD
+11.0%
+146.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.8% |
| 7D | -7.3% | -3.7% | -3.6% | -6.3% |
| 30D | -20.0% | +9.6% | -29.6% | -22.2% |
| 3M | -23.8% | +1.6% | -25.5% | -24.4% |
| 6M | -42.4% | +2.2% | -44.6% | -43.0% |
| YTD | -22.1% | +25.9% | -47.9% | -28.3% |
| 1Y | -20.8% | +20.1% | -41.0% | -26.3% |
| 3Y | +75.7% | +12.4% | +63.3% | +64.7% |
| All | +157.0% | +11.0% | +146.0% | +140.1% |
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 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