+1,065.3%
CCJ vs APTV
-15.8%
+1,081.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.6% | -3.9% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -1.3% | -7.9% | +6.6% | +1.3% |
| 3M | +2.5% | -29.9% | +32.4% | +14.3% |
| 6M | -18.9% | -36.6% | +17.7% | -7.0% |
| YTD | +6.5% | -40.0% | +46.4% | +23.7% |
| 1Y | +22.8% | -44.0% | +66.8% | +45.8% |
| 3Y | +164.5% | -54.5% | +219.0% | +223.3% |
| 5Y | +303.7% | -68.8% | +372.5% | +447.6% |
| All | +1,065.3% | -15.8% | +1,081.1% | +932.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling