+1,705.3%
NI vs CRL
+1,647.7%
+57.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.1% | +8.9% | -5.8% | +1.6% |
| 30D | +11.2% | +14.0% | -2.8% | +8.5% |
| 3M | +9.8% | +19.8% | -10.0% | +6.1% |
| 6M | -1.6% | +102.0% | -103.6% | -13.2% |
| YTD | +12.6% | +70.8% | -58.2% | +1.3% |
| 1Y | +7.8% | +98.7% | -90.9% | -5.7% |
| 3Y | +100.5% | +98.2% | +2.4% | +68.6% |
| 5Y | +114.4% | -11.7% | +126.1% | +104.1% |
| 10Y | +193.9% | +356.7% | -162.7% | +97.7% |
| All | +1,705.3% | +1,647.7% | +57.6% | +915.8% |
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