+131.2%
TLT vs CRS
+5,837.3%
-5,706.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.6% | -16.6% | +16.1% | -1.7% |
| 3M | -2.7% | -3.5% | +0.7% | -2.8% |
| 6M | -5.6% | +15.4% | -21.1% | -4.4% |
| YTD | -2.8% | +51.2% | -54.0% | +0.4% |
| 1Y | -1.4% | +98.3% | -99.7% | +4.0% |
| 3Y | -1.6% | +651.5% | -653.1% | +15.6% |
| 5Y | -33.8% | +1,411.1% | -1,444.9% | -16.6% |
| 10Y | -21.1% | +1,424.3% | -1,445.5% | +5.1% |
| All | +131.2% | +5,837.3% | -5,706.1% | +258.2% |
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