+126.1%
TLT vs CCJ
+2,801.0%
-2,674.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.7% |
| 7D | -2.7% | +5.0% | -7.7% | -2.4% |
| 30D | +2.2% | -16.7% | +18.8% | +1.3% |
| 3M | -1.7% | -27.5% | +25.8% | -3.2% |
| 6M | -4.0% | -38.6% | +34.7% | -6.1% |
| YTD | -4.9% | -21.5% | +16.6% | -5.5% |
| 1Y | -7.4% | -22.3% | +14.9% | -7.9% |
| 3Y | +3.0% | +69.9% | -66.8% | +8.5% |
| 5Y | -35.1% | +163.6% | -198.7% | -28.7% |
| 10Y | -12.7% | +782.3% | -795.0% | +7.7% |
| All | +126.1% | +2,801.0% | -2,674.9% | +188.4% |
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 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