+5,648.9%
CRM vs TLT
+104.9%
+5,544.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -1.1% |
| 7D | -8.1% | -1.6% | -6.5% | -8.9% |
| 30D | +23.1% | -1.3% | +24.4% | +22.1% |
| 3M | +42.5% | -3.7% | +46.3% | +39.8% |
| 6M | +25.3% | -6.4% | +31.7% | +21.1% |
| YTD | -7.8% | -4.5% | -3.3% | -10.0% |
| 1Y | +1.0% | -5.9% | +6.9% | -2.0% |
| 3Y | +10.0% | -2.8% | +12.8% | +8.8% |
| 5Y | -3.9% | -35.1% | +31.2% | -27.7% |
| 10Y | +233.2% | -20.7% | +253.9% | +205.3% |
| All | +5,648.9% | +104.9% | +5,544.0% | +10,575.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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