+2.8%
TLT vs CNC
-1.0%
+3.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.1% | +2.2% | -5.3% | -3.1% |
| 30D | +1.0% | +1.6% | -0.5% | +1.0% |
| 3M | -2.7% | +7.9% | -10.6% | -2.9% |
| 6M | -4.1% | +21.2% | -25.3% | -4.6% |
| YTD | -5.4% | +73.2% | -78.5% | -6.6% |
| 1Y | -7.0% | +97.5% | -104.5% | -8.6% |
| 3Y | +2.8% | -1.2% | +4.0% | +3.7% |
| All | +2.8% | -1.0% | +3.8% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling