-1.2%
TLT vs CRCL
+30.9%
-32.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.2% |
| 7D | -1.6% | -12.5% | +10.9% | -1.6% |
| 30D | -1.3% | +26.9% | -28.3% | -1.3% |
| 3M | -3.7% | +14.4% | -18.2% | -3.7% |
| 6M | -6.4% | -23.5% | +17.2% | -6.5% |
| YTD | -4.5% | +13.9% | -18.4% | -4.1% |
| 1Y | -5.9% | -20.6% | +14.7% | -5.9% |
| All | -1.2% | +30.9% | -32.1% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling