-19.8%
TLT vs CCJ
+1,078.9%
-1,098.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.6% |
| 7D | -0.3% | +4.2% | -4.4% | -0.2% |
| 30D | 0.0% | +3.2% | -3.2% | +0.1% |
| 3M | -2.9% | -1.8% | -1.1% | -2.9% |
| 6M | -6.3% | -13.5% | +7.3% | -6.5% |
| YTD | -3.3% | +9.7% | -13.1% | -2.9% |
| 1Y | -4.2% | +30.0% | -34.2% | -3.1% |
| 3Y | -1.7% | +172.6% | -174.3% | +2.4% |
| 5Y | -34.9% | +342.9% | -377.8% | -30.3% |
| 10Y | -19.8% | +1,099.7% | -1,119.6% | -8.6% |
| All | -19.8% | +1,078.9% | -1,098.7% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling