-38.7%
NOW vs CRL
+85.3%
-124.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +6.9% | +1.3% |
| 7D | -27.5% | -12.8% | -14.8% | -25.4% |
| 30D | -20.0% | +5.0% | -25.0% | -21.3% |
| 3M | -7.9% | +39.4% | -47.3% | -16.0% |
| 6M | +18.3% | +89.4% | -71.0% | -2.8% |
| YTD | -29.0% | +63.6% | -92.5% | -37.1% |
| 1Y | -38.7% | +83.5% | -122.2% | -46.4% |
| All | -38.7% | +85.3% | -124.1% | -46.4% |
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 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