-12.5%
TLT vs CFG
+248.3%
-260.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | +0.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +5.1% | +3.2% | +1.9% | +5.4% |
| 3M | -0.2% | -9.7% | +9.5% | -1.1% |
| 6M | -2.9% | +3.6% | -6.5% | -2.5% |
| YTD | -2.7% | +14.7% | -17.4% | -1.2% |
| 1Y | -4.6% | +29.6% | -34.2% | -2.0% |
| 3Y | +6.1% | +190.6% | -184.5% | +19.5% |
| 5Y | -35.1% | +67.1% | -102.2% | -30.9% |
| 10Y | -12.5% | +237.0% | -249.5% | +14.1% |
| All | -12.5% | +248.3% | -260.7% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling