+76.2%
BND vs CCJ
+166.8%
-90.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +0.1% | +5.9% | -5.8% | +0.1% |
| 30D | -0.4% | +4.7% | -5.1% | -0.4% |
| 3M | -0.2% | -3.3% | +3.1% | -0.2% |
| 6M | -1.2% | -7.0% | +5.9% | -1.2% |
| YTD | -0.3% | +11.5% | -11.8% | -0.3% |
| 1Y | +0.4% | +32.3% | -31.9% | +0.5% |
| 3Y | +13.4% | +176.8% | -163.4% | +13.7% |
| 5Y | -1.5% | +351.8% | -353.3% | -1.0% |
| 10Y | +15.5% | +1,080.5% | -1,065.1% | +16.8% |
| All | +76.2% | +166.8% | -90.6% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling