+0.1%
TLT vs CFG
+347.0%
-346.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | +6.2% | +1.1% | +5.1% | +6.3% |
| 3M | +0.1% | -12.0% | +12.0% | -1.2% |
| 6M | -3.0% | -2.2% | -0.7% | -3.1% |
| YTD | -2.7% | +11.4% | -14.1% | -1.3% |
| 1Y | -4.8% | +27.8% | -32.7% | -2.0% |
| 3Y | +6.9% | +173.3% | -166.4% | +22.0% |
| 5Y | -34.5% | +62.4% | -96.9% | -29.5% |
| 10Y | -17.3% | +249.6% | -266.9% | +9.7% |
| All | +0.1% | +347.0% | -346.9% | +41.9% |
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