-12.5%
TLT vs CPB
-39.9%
+27.5%
-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% | +1.2% | +0.1% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +5.1% | +19.0% | -13.9% | +4.8% |
| 3M | -0.2% | +0.4% | -0.6% | -0.3% |
| 6M | -2.9% | +13.0% | -15.9% | -3.2% |
| YTD | -2.7% | -12.7% | +10.0% | -2.7% |
| 1Y | -4.6% | -20.9% | +16.3% | -4.5% |
| 3Y | +6.1% | -35.4% | +41.5% | +6.5% |
| 5Y | -35.1% | -32.3% | -2.9% | -34.5% |
| 10Y | -12.5% | -40.5% | +28.1% | -13.7% |
| All | -12.5% | -39.9% | +27.5% | -13.7% |
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