-33.3%
TLT vs CNH
+11.5%
-44.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | +0.1% |
| 7D | -0.4% | +23.3% | -23.7% | -0.6% |
| 30D | -0.6% | +33.5% | -34.0% | -0.8% |
| 3M | -2.7% | +32.7% | -35.5% | -3.0% |
| 6M | -5.6% | +22.2% | -27.8% | -5.9% |
| YTD | -2.8% | +57.7% | -60.5% | -3.0% |
| 1Y | -1.4% | +28.0% | -29.4% | -1.7% |
| 3Y | -1.6% | +11.5% | -13.1% | -2.8% |
| All | -33.3% | +11.5% | -44.7% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling