-4.8%
TLT vs CNH
+11.5%
-16.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +6.2% | -7.2% | +13.4% | +6.5% |
| 3M | +0.1% | +6.5% | -6.5% | -0.5% |
| 6M | -3.0% | +7.9% | -10.8% | -3.6% |
| YTD | -2.7% | +26.6% | -29.3% | -4.5% |
| 1Y | -4.8% | +13.8% | -18.6% | -6.2% |
| All | -4.8% | +11.5% | -16.3% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling