+1,520.2%
NI vs CRL
+1,379.5%
+140.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.4% |
| 7D | +2.0% | -1.0% | +3.1% | +2.2% |
| 30D | -3.5% | +10.7% | -14.2% | -5.2% |
| 3M | -9.1% | +55.3% | -64.4% | -15.8% |
| 6M | -11.8% | +60.7% | -72.5% | -19.4% |
| YTD | +1.1% | +44.6% | -43.5% | -6.2% |
| 1Y | +6.7% | +77.7% | -71.0% | -4.9% |
| 3Y | +71.1% | +37.6% | +33.4% | +53.8% |
| 5Y | +94.3% | -35.8% | +130.1% | +96.0% |
| 10Y | +135.8% | +241.7% | -106.0% | +67.0% |
| All | +1,520.2% | +1,379.5% | +140.7% | +840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling