-5.6%
TLT vs CI
+21.2%
-26.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.7% |
| 7D | +1.0% | +3.5% | -2.6% | +0.8% |
| 30D | +6.0% | +12.6% | -6.5% | +5.8% |
| 3M | -0.9% | +12.1% | -13.0% | -1.1% |
| 6M | -2.3% | +10.6% | -12.8% | -2.5% |
| YTD | -3.3% | +12.8% | -16.2% | -4.0% |
| 1Y | -5.6% | +18.0% | -23.6% | -6.5% |
| All | -5.6% | +21.2% | -26.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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