-12.2%
TLT vs CRL
+354.1%
-366.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.5% |
| 7D | -2.7% | +8.9% | -11.6% | -2.7% |
| 30D | +2.2% | +14.0% | -11.8% | +2.1% |
| 3M | -1.7% | +19.8% | -21.6% | -1.8% |
| 6M | -4.0% | +102.0% | -106.0% | -4.2% |
| YTD | -4.9% | +70.8% | -75.8% | -5.2% |
| 1Y | -7.4% | +98.7% | -106.1% | -7.6% |
| 3Y | +3.0% | +98.2% | -95.1% | +3.0% |
| 5Y | -35.1% | -11.7% | -23.4% | -37.7% |
| All | -12.2% | +354.1% | -366.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling