+10.1%
TLT vs CNH
+40.2%
-30.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.6% |
| 7D | -0.3% | +4.5% | -4.8% | 0.0% |
| 30D | +3.7% | +7.6% | -3.9% | +4.3% |
| 3M | -0.7% | +17.0% | -17.6% | +0.6% |
| 6M | -4.2% | +12.9% | -17.1% | -3.1% |
| YTD | -4.0% | +34.3% | -38.2% | -1.5% |
| 1Y | -5.8% | +28.5% | -34.4% | -3.7% |
| 3Y | +4.1% | +31.9% | -27.8% | +7.9% |
| 5Y | -34.8% | -9.6% | -25.2% | -34.0% |
| 10Y | -12.3% | +106.3% | -118.6% | +1.1% |
| All | +10.1% | +40.2% | -30.1% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling