+125.1%
TLT vs CNC
+3,321.0%
-3,195.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -3.1% | +2.2% | -5.3% | -3.0% |
| 30D | +1.0% | +1.6% | -0.5% | +1.2% |
| 3M | -2.7% | +7.9% | -10.6% | -2.3% |
| 6M | -4.1% | +21.2% | -25.3% | -3.2% |
| YTD | -5.4% | +73.2% | -78.5% | -2.7% |
| 1Y | -7.0% | +97.5% | -104.5% | -3.9% |
| 3Y | +2.8% | -1.2% | +4.0% | +4.0% |
| 5Y | -35.4% | -6.1% | -29.3% | -34.5% |
| 10Y | -13.1% | +181.3% | -194.4% | -5.7% |
| All | +125.1% | +3,321.0% | -3,195.9% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling