-20.7%
TLT vs CFG
+313.6%
-334.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | +0.4% | +2.7% | -2.3% | +0.6% |
| 30D | -0.3% | -3.7% | +3.4% | -0.6% |
| 3M | -1.7% | +9.5% | -11.2% | -0.9% |
| 6M | -4.9% | +22.2% | -27.1% | -3.0% |
| YTD | -2.8% | +22.3% | -25.1% | -0.8% |
| 1Y | -4.2% | +39.4% | -43.7% | -0.9% |
| 3Y | -1.1% | +188.5% | -189.6% | +11.4% |
| 5Y | -33.7% | +101.5% | -135.3% | -27.5% |
| 10Y | -20.7% | +308.6% | -329.3% | +3.7% |
| All | -20.7% | +313.6% | -334.3% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling