-2.1%
TLT vs CFG
+358.5%
-360.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | +2.2% | +3.3% | -1.1% | +2.5% |
| 3M | -1.7% | -11.5% | +9.8% | -3.0% |
| 6M | -4.0% | +6.2% | -10.2% | -3.2% |
| YTD | -4.9% | +14.3% | -19.2% | -3.3% |
| 1Y | -7.4% | +26.7% | -34.1% | -4.7% |
| 3Y | +3.0% | +187.8% | -184.7% | +18.3% |
| 5Y | -35.1% | +61.3% | -96.4% | -30.3% |
| 10Y | -12.7% | +217.2% | -230.0% | +12.3% |
| All | -2.1% | +358.5% | -360.6% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling