+131.2%
TLT vs CNP
+1,415.0%
-1,283.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | -0.6% | -1.8% | +1.3% | -0.7% |
| 3M | -2.7% | -4.6% | +1.9% | -2.9% |
| 6M | -5.6% | -8.8% | +3.2% | -6.0% |
| YTD | -2.8% | +5.2% | -8.0% | -2.5% |
| 1Y | -1.4% | +8.3% | -9.7% | -1.0% |
| 3Y | -1.6% | +54.9% | -56.5% | +1.1% |
| 5Y | -33.8% | +73.5% | -107.3% | -31.3% |
| 10Y | -21.1% | +139.1% | -160.3% | -14.4% |
| All | +131.2% | +1,415.0% | -1,283.8% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling