+2.8%
TLT vs CFG
+191.5%
-188.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +3.2% | -6.3% | -3.2% |
| 30D | +1.0% | +5.1% | -4.1% | +0.9% |
| 3M | -2.7% | -11.2% | +8.5% | -2.5% |
| 6M | -4.1% | +9.6% | -13.7% | -4.4% |
| YTD | -5.4% | +15.0% | -20.3% | -5.7% |
| 1Y | -7.0% | +29.9% | -36.9% | -7.5% |
| 3Y | +2.8% | +192.1% | -189.3% | -6.6% |
| All | +2.8% | +191.5% | -188.7% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling