+342.9%
CCJ vs APTV
-69.9%
+412.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -0.6% |
| 7D | +4.2% | -1.2% | +5.3% | +4.5% |
| 30D | +3.2% | -10.6% | +13.8% | +7.0% |
| 3M | -1.8% | -35.0% | +33.2% | +12.3% |
| 6M | -13.5% | -38.9% | +25.4% | +0.3% |
| YTD | +9.7% | -41.5% | +51.3% | +28.5% |
| 1Y | +30.0% | -45.8% | +75.8% | +55.9% |
| 3Y | +172.6% | -55.7% | +228.3% | +241.0% |
| 5Y | +342.9% | -70.1% | +413.1% | +530.5% |
| All | +342.9% | -69.9% | +412.8% | +530.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling