-1.4%
TLT vs CIFR
+122.3%
-123.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.2% |
| 7D | -0.4% | +16.9% | -17.4% | -0.5% |
| 30D | -0.6% | -5.2% | +4.6% | -0.6% |
| 3M | -2.7% | -30.6% | +27.8% | -2.6% |
| 6M | -5.6% | +10.6% | -16.2% | -5.8% |
| YTD | -2.8% | +20.2% | -23.0% | -2.9% |
| 1Y | -1.4% | +139.7% | -141.2% | -1.2% |
| All | -1.4% | +122.3% | -123.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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