+504.6%
NOW vs CRL
+400.8%
+103.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -1.2% |
| 7D | -3.1% | +4.4% | -7.4% | -5.2% |
| 30D | -27.0% | +17.1% | -44.1% | -32.5% |
| 3M | -17.7% | +32.1% | -49.8% | -28.3% |
| 6M | +12.7% | +98.9% | -86.2% | -19.9% |
| YTD | -32.9% | +77.1% | -110.1% | -50.1% |
| 1Y | -40.4% | +110.3% | -150.6% | -59.3% |
| 3Y | -17.1% | +108.5% | -125.6% | -50.0% |
| 5Y | -25.7% | -7.9% | -17.8% | -29.3% |
| 10Y | +504.6% | +368.9% | +135.7% | +117.6% |
| All | +504.6% | +400.8% | +103.8% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling