-34.3%
TLT vs CRL
-10.4%
-24.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -0.4% |
| 7D | +0.1% | -6.1% | +6.2% | +0.3% |
| 30D | +6.2% | +12.4% | -6.2% | +5.5% |
| 3M | +0.1% | +27.1% | -27.1% | -1.2% |
| 6M | -3.0% | +85.7% | -88.7% | -6.1% |
| YTD | -2.7% | +69.2% | -71.9% | -5.6% |
| 1Y | -4.8% | +97.5% | -102.4% | -8.4% |
| 3Y | +6.9% | +86.1% | -79.2% | +2.2% |
| All | -34.3% | -10.4% | -24.0% | -36.2% |
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