-33.3%
TLT vs CRL
-35.5%
+2.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | -0.6% | +10.7% | -11.2% | -1.1% |
| 3M | -2.7% | +55.3% | -58.0% | -4.8% |
| 6M | -5.6% | +60.7% | -66.3% | -8.0% |
| YTD | -2.8% | +44.6% | -47.4% | -4.8% |
| 1Y | -1.4% | +77.7% | -79.2% | -4.6% |
| 3Y | -1.6% | +37.6% | -39.2% | -4.7% |
| All | -33.3% | -35.5% | +2.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling