-34.9%
TLT vs CRS
+1,446.1%
-1,481.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | 0.0% | -18.1% | +18.1% | 0.0% |
| 3M | -2.9% | -12.4% | +9.6% | -2.9% |
| 6M | -6.3% | +15.9% | -22.2% | -6.1% |
| YTD | -3.3% | +45.8% | -49.2% | -3.0% |
| 1Y | -4.2% | +87.8% | -92.0% | -3.6% |
| 3Y | -1.7% | +648.7% | -650.4% | -0.5% |
| 5Y | -34.9% | +1,416.6% | -1,451.5% | -32.0% |
| All | -34.9% | +1,446.1% | -1,481.0% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling