-20.7%
TLT vs CNH
+152.9%
-173.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | -0.3% |
| 7D | +0.4% | +8.8% | -8.4% | +0.9% |
| 30D | -0.3% | +24.7% | -25.0% | +1.0% |
| 3M | -1.7% | +27.3% | -29.1% | -0.3% |
| 6M | -4.9% | +23.2% | -28.1% | -3.6% |
| YTD | -2.8% | +48.9% | -51.7% | -0.2% |
| 1Y | -4.2% | +19.4% | -23.6% | -3.0% |
| 3Y | -1.1% | +7.8% | -8.8% | -0.2% |
| 5Y | -33.7% | +8.7% | -42.4% | -32.1% |
| 10Y | -20.7% | +149.5% | -170.2% | -8.2% |
| All | -20.7% | +152.9% | -173.6% | -8.2% |
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