-7.0%
TLT vs CCJ
-22.9%
+15.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.4% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | +1.0% | -13.2% | +14.2% | +1.5% |
| 3M | -2.7% | -27.6% | +24.9% | -1.5% |
| 6M | -4.1% | -38.7% | +34.6% | -2.6% |
| YTD | -5.4% | -22.7% | +17.3% | -4.5% |
| 1Y | -7.0% | -17.6% | +10.6% | -6.5% |
| All | -7.0% | -22.9% | +15.8% | -6.5% |
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