-20.7%
TLT vs CRS
+1,392.1%
-1,412.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -1.6% | -6.8% | +5.1% | -1.9% |
| 30D | -1.1% | -16.1% | +15.0% | -1.8% |
| 3M | -4.9% | -21.2% | +16.3% | -5.7% |
| 6M | -5.0% | +8.7% | -13.7% | -4.4% |
| YTD | -4.4% | +41.0% | -45.3% | -2.5% |
| 1Y | -6.4% | +82.7% | -89.0% | -3.2% |
| 3Y | -2.0% | +604.8% | -606.8% | +9.9% |
| 5Y | -35.0% | +1,384.7% | -1,419.7% | -22.3% |
| All | -20.7% | +1,392.1% | -1,412.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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