-5.6%
TLT vs CRCL
-33.1%
+27.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +1.0% | -6.8% | +7.8% | +1.0% |
| 30D | +6.0% | -8.6% | +14.6% | +6.1% |
| 3M | -0.9% | +20.3% | -21.2% | -1.2% |
| 6M | -2.3% | -36.3% | +34.0% | -2.2% |
| YTD | -3.3% | -4.0% | +0.7% | -3.0% |
| 1Y | -5.6% | -31.6% | +26.0% | -5.6% |
| All | -5.6% | -33.1% | +27.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling