-6.2%
TLT vs CFG
+28.5%
-34.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | +3.7% | +3.1% | +0.5% | +3.5% |
| 3M | -0.8% | -9.7% | +8.9% | -0.4% |
| 6M | -3.6% | +6.7% | -10.3% | -4.0% |
| YTD | -3.9% | +15.2% | -19.1% | -5.4% |
| 1Y | -6.2% | +28.8% | -35.0% | -8.3% |
| All | -6.2% | +28.5% | -34.7% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling