-20.7%
TLT vs CRL
+241.6%
-262.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.3% | +5.0% | -5.3% | -0.3% |
| 3M | -1.7% | +50.6% | -52.3% | -1.9% |
| 6M | -4.9% | +60.9% | -65.8% | -5.0% |
| YTD | -2.8% | +40.7% | -43.5% | -2.9% |
| 1Y | -4.2% | +73.3% | -77.5% | -4.3% |
| 3Y | -1.1% | +40.6% | -41.7% | -1.5% |
| 5Y | -33.7% | -37.0% | +3.3% | -36.9% |
| 10Y | -20.7% | +244.3% | -265.0% | -9.1% |
| All | -20.7% | +241.6% | -262.3% | -9.1% |
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