+131.3%
TLT vs CNP
+1,452.9%
-1,321.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | +0.1% | -4.2% | +4.3% | -0.1% |
| 30D | +6.2% | +5.5% | +0.7% | +6.5% |
| 3M | +0.1% | +0.6% | -0.5% | +0.1% |
| 6M | -3.0% | -2.8% | -0.1% | -3.1% |
| YTD | -2.7% | +7.9% | -10.6% | -2.3% |
| 1Y | -4.8% | +6.7% | -11.5% | -4.5% |
| 3Y | +6.9% | +61.1% | -54.2% | +10.0% |
| 5Y | -34.5% | +73.0% | -107.4% | -32.0% |
| 10Y | -17.3% | +141.9% | -159.2% | -10.2% |
| All | +131.3% | +1,452.9% | -1,321.5% | +173.0% |
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