+127.4%
TLT vs CRH
+1,093.7%
-966.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.2% |
| 7D | -1.6% | -6.1% | +4.4% | -2.1% |
| 30D | -1.1% | -9.3% | +8.1% | -1.9% |
| 3M | -4.9% | -15.2% | +10.3% | -6.0% |
| 6M | -5.0% | -14.2% | +9.2% | -6.0% |
| YTD | -4.4% | -28.3% | +23.9% | -6.7% |
| 1Y | -6.4% | -21.8% | +15.4% | -7.9% |
| 3Y | -2.0% | +71.6% | -73.6% | +4.0% |
| 5Y | -35.0% | +96.6% | -131.6% | -29.7% |
| 10Y | -20.7% | +253.8% | -274.5% | -6.7% |
| All | +127.4% | +1,093.7% | -966.2% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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