+8.5%
NI vs CRL
+85.3%
-76.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +1.3% |
| 7D | +3.9% | -12.8% | +16.7% | +3.6% |
| 30D | +15.3% | +5.0% | +10.3% | +15.4% |
| 3M | +2.4% | +39.4% | -37.0% | +3.2% |
| 6M | -4.5% | +89.4% | -93.9% | -3.6% |
| YTD | +11.4% | +63.6% | -52.2% | +12.2% |
| 1Y | +8.5% | +83.5% | -75.0% | +9.2% |
| All | +8.5% | +85.3% | -76.9% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling