-20.7%
TLT vs CNP
+135.4%
-156.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | -0.3% | -0.8% | +0.5% | -0.3% |
| 3M | -1.7% | -3.6% | +1.8% | -1.8% |
| 6M | -4.9% | -6.9% | +2.0% | -5.0% |
| YTD | -2.8% | +6.4% | -9.2% | -2.7% |
| 1Y | -4.2% | +9.9% | -14.2% | -4.0% |
| 3Y | -1.1% | +53.1% | -54.2% | 0.0% |
| 5Y | -33.7% | +72.0% | -105.7% | -32.2% |
| 10Y | -20.7% | +131.5% | -152.2% | -18.5% |
| All | -20.7% | +135.4% | -156.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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