-10.9%
TLT vs CPB
-40.1%
+29.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.1% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | +4.1% | +16.9% | -12.8% | +3.8% |
| 3M | -0.4% | -0.6% | +0.2% | -0.4% |
| 6M | -3.2% | +11.4% | -14.5% | -3.4% |
| YTD | -3.5% | -14.8% | +11.3% | -3.5% |
| 1Y | -5.8% | -24.8% | +18.9% | -5.7% |
| 3Y | +4.6% | -36.6% | +41.2% | +5.0% |
| 5Y | -34.4% | -33.3% | -1.1% | -33.7% |
| All | -10.9% | -40.1% | +29.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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