+343.5%
CCJ vs APTV
+138.1%
+205.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.8% | -1.7% | +1.0% | -0.1% |
| 30D | -13.2% | -11.6% | -1.6% | -9.3% |
| 3M | -27.6% | -21.2% | -6.5% | -21.3% |
| 6M | -38.7% | -28.5% | -10.2% | -31.9% |
| YTD | -22.7% | -49.1% | +26.4% | -3.7% |
| 1Y | -17.6% | -52.2% | +34.6% | +4.9% |
| 3Y | +62.7% | -48.6% | +111.3% | +92.0% |
| 5Y | +159.7% | -77.3% | +237.0% | +306.0% |
| 10Y | +769.3% | -26.9% | +796.2% | +640.4% |
| All | +343.5% | +138.1% | +205.5% | +71.8% |
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