+125.1%
TLT vs CRS
+3,543.9%
-3,418.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.6% |
| 7D | -3.1% | +4.8% | -7.9% | -2.8% |
| 30D | +1.0% | -23.2% | +24.2% | -0.4% |
| 3M | -2.7% | -45.5% | +42.8% | -6.2% |
| 6M | -4.1% | -33.1% | +29.0% | -6.2% |
| YTD | -5.4% | -7.2% | +1.9% | -5.1% |
| 1Y | -7.0% | -10.0% | +3.0% | -6.9% |
| 3Y | +2.8% | +332.3% | -329.5% | +16.7% |
| 5Y | -35.4% | +801.9% | -837.2% | -21.2% |
| 10Y | -13.1% | +820.9% | -834.1% | +12.1% |
| All | +125.1% | +3,543.9% | -3,418.8% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling