-33.7%
TLT vs CNP
+76.4%
-110.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | -0.3% | -0.8% | +0.5% | -0.2% |
| 3M | -1.7% | -3.6% | +1.8% | -1.3% |
| 6M | -4.9% | -6.9% | +2.0% | -4.1% |
| YTD | -2.8% | +6.4% | -9.2% | -3.8% |
| 1Y | -4.2% | +9.9% | -14.2% | -5.7% |
| 3Y | -1.1% | +53.1% | -54.2% | -7.1% |
| 5Y | -33.7% | +72.0% | -105.7% | -37.1% |
| All | -33.7% | +76.4% | -110.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling