0.0%
TLT vs CRCL
+34.8%
-34.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -0.3% | +4.9% | -5.2% | -0.3% |
| 30D | 0.0% | +38.7% | -38.7% | 0.0% |
| 3M | -2.9% | +14.7% | -17.5% | -2.9% |
| 6M | -6.3% | -16.9% | +10.6% | -6.3% |
| YTD | -3.3% | +17.3% | -20.6% | -2.9% |
| 1Y | -4.2% | -21.2% | +17.0% | -4.3% |
| All | 0.0% | +34.8% | -34.8% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling