+130.4%
TLT vs CPB
+111.1%
+19.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +0.1% | +8.0% | -7.9% | +0.4% |
| 30D | +6.2% | +22.4% | -16.2% | +7.2% |
| 3M | -0.3% | +2.5% | -2.9% | -0.2% |
| 6M | -3.4% | +12.2% | -15.6% | -2.7% |
| YTD | -3.1% | -12.8% | +9.7% | -3.7% |
| 1Y | -5.2% | -19.2% | +13.9% | -6.1% |
| 3Y | +6.5% | -35.6% | +42.0% | +4.5% |
| 5Y | -34.7% | -31.4% | -3.3% | -35.2% |
| 10Y | -17.6% | -37.9% | +20.3% | -17.9% |
| All | +130.4% | +111.1% | +19.3% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling