-3.6%
TLT vs CIFR
-64.3%
+60.7%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -8.8% | +0.1% |
| 7D | -1.0% | +9.4% | -10.4% | -1.0% |
| 30D | +3.7% | -45.3% | +49.0% | +4.0% |
| 3M | -0.8% | -58.7% | +57.9% | -0.2% |
| 6M | -3.6% | -64.9% | +61.4% | -3.5% |
| All | -3.6% | -64.3% | +60.7% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling