+131.2%
TLT vs CCJ
+3,971.4%
-3,840.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +0.7% | -1.2% | -0.4% |
| 30D | -0.6% | +6.9% | -7.4% | -0.2% |
| 3M | -2.7% | -11.6% | +8.9% | -3.2% |
| 6M | -5.6% | -16.2% | +10.6% | -6.2% |
| YTD | -2.8% | +10.1% | -12.9% | -1.8% |
| 1Y | -1.4% | +32.3% | -33.7% | +0.9% |
| 3Y | -1.6% | +171.3% | -172.9% | +6.2% |
| 5Y | -33.8% | +372.4% | -406.2% | -24.8% |
| 10Y | -21.1% | +1,070.0% | -1,091.2% | -1.4% |
| All | +131.2% | +3,971.4% | -3,840.2% | +199.7% |
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