+1,583.6%
CCJ vs APD
+2,219.8%
-636.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.7% | -2.2% | +2.9% | +1.7% |
| 30D | +6.9% | +2.1% | +4.8% | +5.7% |
| 3M | -11.6% | +7.2% | -18.8% | -15.1% |
| 6M | -16.2% | +11.2% | -27.5% | -21.1% |
| YTD | +10.1% | +24.4% | -14.3% | -2.0% |
| 1Y | +32.3% | +6.7% | +25.6% | +25.1% |
| 3Y | +171.3% | +9.2% | +162.1% | +143.8% |
| 5Y | +372.4% | +27.4% | +345.0% | +290.5% |
| 10Y | +1,070.0% | +164.8% | +905.2% | +545.9% |
| All | +1,583.6% | +2,219.8% | -636.2% | +392.5% |
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