-5.6%
TLT vs CCJ
-26.2%
+20.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +1.0% | -14.5% | +15.5% | +1.5% |
| 30D | +6.0% | -18.1% | +24.1% | +6.8% |
| 3M | -0.9% | -23.0% | +22.1% | +0.1% |
| 6M | -2.3% | -39.4% | +37.1% | -0.7% |
| YTD | -3.3% | -21.7% | +18.3% | -2.5% |
| 1Y | -5.6% | -25.9% | +20.3% | -4.6% |
| All | -5.6% | -26.2% | +20.6% | -4.6% |
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