-20.7%
TLT vs CNC
+99.9%
-120.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | +0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.7% |
| 30D | -1.1% | -1.0% | -0.2% | -1.2% |
| 3M | -4.9% | +4.5% | -9.4% | -4.7% |
| 6M | -5.0% | +85.2% | -90.2% | -2.8% |
| YTD | -4.4% | +61.4% | -65.8% | -2.5% |
| 1Y | -6.4% | +94.9% | -101.3% | -3.7% |
| 3Y | -2.0% | 0.0% | -2.0% | -1.2% |
| 5Y | -35.0% | +11.2% | -46.2% | -33.2% |
| All | -20.7% | +99.9% | -120.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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