-0.7%
BND vs CCJ
+22.9%
-23.6%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.3% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.9% |
| 30D | -1.0% | -1.3% | +0.4% | -0.9% |
| 3M | -1.2% | +2.5% | -3.7% | -1.3% |
| 6M | -2.0% | -18.9% | +16.9% | -1.9% |
| YTD | -1.2% | +6.5% | -7.7% | -1.2% |
| All | -0.7% | +22.9% | -23.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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