-37.6%
TLT vs CIFR
+78.3%
-115.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 1Y | -1.4% | +139.7% | -141.2% | -2.2% |
| 3Y | -1.6% | +489.4% | -491.0% | -3.9% |
| 5Y | -33.8% | +54.4% | -88.2% | -36.6% |
| All | -37.6% | +78.3% | -115.9% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling