-38.3%
TLT vs CIFR
-34.4%
-4.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.3% |
| 7D | -0.3% | -19.6% | +19.3% | -0.2% |
| 30D | +3.7% | -51.7% | +55.4% | +4.0% |
| 3M | -0.7% | -60.0% | +59.4% | -0.3% |
| 6M | -4.2% | -68.2% | +64.0% | -3.8% |
| YTD | -4.0% | -55.8% | +51.8% | -3.8% |
| 1Y | -5.8% | -66.8% | +60.9% | -5.6% |
| 3Y | +4.1% | +119.1% | -115.0% | +2.1% |
| 5Y | -34.8% | -25.3% | -9.5% | -37.3% |
| All | -38.3% | -34.4% | -4.0% | -40.9% |
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