+131.4%
TLT vs CRL
+902.4%
-770.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | +0.2% |
| 7D | +0.3% | +4.4% | -4.1% | +0.5% |
| 30D | +5.1% | +17.1% | -12.0% | +5.8% |
| 3M | -0.2% | +32.1% | -32.3% | +1.0% |
| 6M | -2.9% | +98.9% | -101.8% | -0.1% |
| YTD | -2.7% | +77.1% | -79.8% | -0.2% |
| 1Y | -4.6% | +110.3% | -114.9% | -1.4% |
| 3Y | +6.1% | +108.5% | -102.4% | +10.6% |
| 5Y | -35.1% | -7.9% | -27.3% | -35.8% |
| 10Y | -12.5% | +368.9% | -381.4% | +2.2% |
| All | +131.4% | +902.4% | -770.9% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling