+1,714.8%
NI vs CRL
+1,633.2%
+81.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.4% | +11.9% | +0.5% | +10.0% |
| 3M | +10.2% | +20.2% | -10.0% | +6.4% |
| 6M | -0.8% | +107.5% | -108.3% | -12.9% |
| YTD | +13.2% | +69.4% | -56.2% | +1.9% |
| 1Y | +10.1% | +99.7% | -89.7% | -3.8% |
| 3Y | +103.1% | +98.8% | +4.3% | +70.7% |
| 5Y | +115.5% | -12.4% | +128.0% | +105.5% |
| 10Y | +195.5% | +352.9% | -157.4% | +99.0% |
| All | +1,714.8% | +1,633.2% | +81.6% | +922.4% |
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