+7.8%
NI vs CRL
+97.0%
-89.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +3.1% | +8.9% | -5.8% | +3.3% |
| 30D | +11.2% | +14.0% | -2.8% | +11.5% |
| 3M | +9.8% | +19.8% | -10.0% | +10.3% |
| 6M | -1.6% | +102.0% | -103.6% | -0.6% |
| YTD | +12.6% | +70.8% | -58.2% | +13.4% |
| 1Y | +7.8% | +98.7% | -90.9% | +8.2% |
| All | +7.8% | +97.0% | -89.2% | +8.2% |
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