-34.3%
TLT vs CPB
-31.3%
-3.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.1% | +8.0% | -7.9% | -0.5% |
| 30D | +6.2% | +22.4% | -16.2% | +4.6% |
| 3M | +0.1% | +2.5% | -2.5% | -0.3% |
| 6M | -3.0% | +12.2% | -15.2% | -4.1% |
| YTD | -2.7% | -12.8% | +10.1% | -2.1% |
| 1Y | -4.8% | -19.2% | +14.3% | -3.7% |
| 3Y | +6.9% | -35.6% | +42.5% | +10.2% |
| All | -34.3% | -31.3% | -3.0% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling