-30.0%
TLT vs CPNG
-76.2%
+46.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | -1.1% | -7.4% | +6.2% | -0.9% |
| 3M | -4.9% | -12.3% | +7.5% | -4.5% |
| 6M | -5.0% | -19.4% | +14.4% | -4.6% |
| YTD | -4.4% | -35.9% | +31.5% | -3.3% |
| 1Y | -6.4% | -53.4% | +47.0% | -4.4% |
| 3Y | -2.0% | -20.0% | +18.0% | -2.0% |
| 5Y | -35.0% | -49.6% | +14.6% | -35.1% |
| All | -30.0% | -76.2% | +46.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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