+531.7%
CCJ vs APTV
+194.6%
+337.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -1.0% |
| 7D | +0.7% | +4.8% | -4.1% | -1.0% |
| 30D | +6.9% | +2.0% | +4.9% | +6.0% |
| 3M | -11.6% | -34.2% | +22.6% | +2.1% |
| 6M | -16.2% | -34.7% | +18.4% | -3.8% |
| YTD | +10.1% | -37.0% | +47.1% | +27.3% |
| 1Y | +32.3% | -40.4% | +72.7% | +55.6% |
| 3Y | +171.3% | -54.1% | +225.4% | +235.9% |
| 5Y | +372.4% | -68.0% | +440.4% | +551.1% |
| 10Y | +1,070.0% | -15.5% | +1,085.6% | +853.7% |
| All | +531.7% | +194.6% | +337.1% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling