+822.5%
NOW vs CRL
+255.5%
+567.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | +20.5% | +10.7% | +9.9% | +15.0% |
| 3M | +18.3% | +55.3% | -36.9% | -4.3% |
| 6M | +24.1% | +60.7% | -36.6% | -2.2% |
| YTD | -7.8% | +44.6% | -52.4% | -24.0% |
| 1Y | -21.4% | +77.7% | -99.1% | -42.0% |
| 3Y | +19.5% | +37.6% | -18.1% | -9.9% |
| 5Y | +4.1% | -35.8% | +39.9% | +19.5% |
| All | +822.5% | +255.5% | +567.0% | +300.7% |
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 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