+4.4%
NI vs CRL
+73.3%
-68.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.6% | -6.9% | +6.4% | -0.7% |
| 30D | -1.4% | -3.2% | +1.8% | -1.4% |
| 3M | -10.6% | +46.5% | -57.1% | -10.7% |
| 6M | -9.9% | +63.1% | -73.0% | -10.5% |
| YTD | +1.2% | +36.9% | -35.7% | +1.1% |
| 1Y | +4.4% | +78.1% | -73.7% | +3.2% |
| All | +4.4% | +73.3% | -68.9% | +3.2% |
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