-34.5%
TLT vs CFG
+61.7%
-96.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +3.2% | -6.3% | -3.1% |
| 30D | +1.0% | +5.1% | -4.1% | +1.1% |
| 3M | -2.7% | -11.2% | +8.5% | -2.8% |
| 6M | -4.1% | +9.6% | -13.7% | -4.1% |
| YTD | -5.4% | +15.0% | -20.3% | -5.3% |
| 1Y | -7.0% | +29.9% | -36.9% | -6.8% |
| 3Y | +2.8% | +192.1% | -189.3% | +3.9% |
| All | -34.5% | +61.7% | -96.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling