-17.6%
CCJ vs APTV
-53.2%
+35.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.8% | -1.7% | +1.0% | -0.3% |
| 30D | -13.2% | -11.6% | -1.6% | -10.3% |
| 3M | -27.6% | -21.2% | -6.5% | -23.0% |
| 6M | -38.7% | -28.5% | -10.2% | -33.0% |
| YTD | -22.7% | -49.1% | +26.4% | -11.8% |
| 1Y | -17.6% | -52.2% | +34.6% | -5.5% |
| All | -17.6% | -53.2% | +35.6% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling