+70.6%
NI vs CRL
+37.9%
+32.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | -1.7% | +5.0% | -6.6% | -1.9% |
| 3M | -8.0% | +50.6% | -58.6% | -10.3% |
| 6M | -8.6% | +60.9% | -69.6% | -11.6% |
| YTD | +2.3% | +40.7% | -38.4% | -0.1% |
| 1Y | +6.9% | +73.3% | -66.4% | +2.5% |
| 3Y | +70.6% | +40.6% | +30.0% | +62.0% |
| All | +70.6% | +37.9% | +32.6% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling