+130.4%
TLT vs CP
+2,795.2%
-2,664.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.2% |
| 7D | +0.1% | +2.8% | -2.7% | +0.4% |
| 30D | +6.2% | +10.2% | -4.0% | +7.3% |
| 3M | -0.3% | +2.4% | -2.7% | -0.1% |
| 6M | -3.4% | +7.7% | -11.0% | -2.5% |
| YTD | -3.1% | +26.0% | -29.1% | -0.5% |
| 1Y | -5.2% | +34.6% | -39.9% | -1.9% |
| 3Y | +6.5% | +26.7% | -20.2% | +10.0% |
| 5Y | -34.7% | +24.9% | -59.6% | -32.2% |
| 10Y | -17.6% | +258.6% | -276.2% | +1.0% |
| All | +130.4% | +2,795.2% | -2,664.8% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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