+163.9%
CCJ vs APTV
-77.5%
+241.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.8% | -1.7% | +1.0% | -0.2% |
| 30D | -13.2% | -11.6% | -1.6% | -9.7% |
| 3M | -27.6% | -21.2% | -6.5% | -21.9% |
| 6M | -38.7% | -28.5% | -10.2% | -32.5% |
| YTD | -22.7% | -49.1% | +26.4% | -5.7% |
| 1Y | -17.6% | -52.2% | +34.6% | +2.6% |
| 3Y | +62.7% | -48.6% | +111.3% | +88.5% |
| All | +163.9% | -77.5% | +241.4% | +323.0% |
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