+131.2%
TLT vs CNC
+2,999.8%
-2,868.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | -0.2% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -0.3% | -1.8% | +1.5% | -0.4% |
| 3M | -1.7% | -0.7% | -1.0% | -1.7% |
| 6M | -4.9% | +47.9% | -52.9% | -3.1% |
| YTD | -2.8% | +56.9% | -59.7% | -0.6% |
| 1Y | -4.2% | +123.9% | -128.1% | -0.3% |
| 3Y | -1.1% | -1.3% | +0.2% | +0.1% |
| 5Y | -33.7% | +2.8% | -36.5% | -32.4% |
| 10Y | -20.7% | +90.9% | -111.5% | -15.3% |
| All | +131.2% | +2,999.8% | -2,868.7% | +195.6% |
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