-5.8%
TLT vs CCJ
-19.9%
+14.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | 0.0% |
| 7D | -1.0% | +3.7% | -4.7% | -1.2% |
| 30D | +4.1% | -13.7% | +17.8% | +4.7% |
| 3M | -0.4% | -24.7% | +24.4% | +0.8% |
| 6M | -3.2% | -38.1% | +35.0% | -1.6% |
| YTD | -3.5% | -18.8% | +15.3% | -3.2% |
| 1Y | -5.8% | -19.5% | +13.7% | -5.4% |
| All | -5.8% | -19.9% | +14.1% | -5.4% |
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