-37.6%
TLT vs CIFR
+86.0%
-123.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | 0.0% |
| 7D | +0.4% | +26.7% | -26.3% | +0.3% |
| 30D | -0.3% | +7.7% | -8.0% | -0.4% |
| 3M | -1.7% | -23.8% | +22.1% | -1.7% |
| 6M | -4.9% | +35.9% | -40.8% | -5.2% |
| YTD | -2.8% | +25.4% | -28.2% | -3.1% |
| 1Y | -4.2% | +139.8% | -144.0% | -5.0% |
| 3Y | -1.1% | +515.0% | -516.0% | -3.4% |
| 5Y | -33.7% | +52.1% | -85.8% | -36.6% |
| All | -37.6% | +86.0% | -123.6% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling