+1,091.6%
CCJ vs APD
+2,247.3%
-1,155.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.0% |
| 7D | -7.3% | -3.7% | -3.6% | -5.7% |
| 30D | -20.0% | +9.6% | -29.6% | -23.5% |
| 3M | -23.8% | +1.6% | -25.5% | -24.6% |
| 6M | -42.4% | +2.2% | -44.6% | -43.5% |
| YTD | -22.1% | +25.9% | -47.9% | -31.2% |
| 1Y | -20.8% | +20.1% | -41.0% | -28.9% |
| 3Y | +75.7% | +12.4% | +63.3% | +55.6% |
| 5Y | +167.4% | +11.1% | +156.3% | +135.8% |
| 10Y | +826.3% | +190.1% | +636.2% | +387.5% |
| All | +1,091.6% | +2,247.3% | -1,155.7% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling