-34.5%
TLT vs CNC
-5.8%
-28.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 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% | -4.5% |
| YTD | -5.4% | +73.2% | -78.5% | -6.2% |
| 1Y | -7.0% | +97.5% | -104.5% | -8.1% |
| 3Y | +2.8% | -1.2% | +4.0% | +2.5% |
| All | -34.5% | -5.8% | -28.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling