+140.2%
NI vs CRL
+256.1%
-115.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.3% |
| 7D | 0.0% | -3.5% | +3.6% | +0.5% |
| 30D | -1.4% | -2.1% | +0.8% | -1.1% |
| 3M | -10.6% | +48.0% | -58.5% | -15.8% |
| 6M | -9.3% | +64.7% | -74.1% | -16.6% |
| YTD | +1.1% | +39.5% | -38.4% | -4.8% |
| 1Y | +3.4% | +74.2% | -70.8% | -6.5% |
| 3Y | +67.9% | +39.4% | +28.5% | +52.1% |
| 5Y | +98.0% | -36.9% | +134.9% | +109.4% |
| All | +140.2% | +256.1% | -115.9% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling