-11.8%
TLT vs CNH
+113.9%
-125.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | +0.1% |
| 7D | -1.0% | +6.7% | -7.7% | -0.7% |
| 30D | +3.7% | +7.2% | -3.5% | +4.1% |
| 3M | -0.8% | +17.5% | -18.3% | +0.2% |
| 6M | -3.6% | +15.0% | -18.5% | -2.6% |
| YTD | -3.9% | +36.8% | -40.7% | -1.7% |
| 1Y | -6.2% | +27.6% | -33.9% | -4.5% |
| 3Y | +4.2% | +34.3% | -30.2% | +7.6% |
| 5Y | -34.7% | -12.2% | -22.5% | -34.4% |
| 10Y | -11.8% | +113.9% | -125.7% | -3.8% |
| All | -11.8% | +113.9% | -125.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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