-16.3%
NOW vs CRL
+86.4%
-102.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.1% |
| 7D | -3.0% | -6.1% | +3.1% | -1.8% |
| 30D | -26.0% | +12.4% | -38.4% | -28.2% |
| 3M | -13.1% | +27.1% | -40.2% | -18.3% |
| 6M | +14.5% | +85.7% | -71.2% | -2.5% |
| YTD | -33.4% | +69.2% | -102.6% | -42.1% |
| 1Y | -40.6% | +97.5% | -138.1% | -50.2% |
| 3Y | -16.3% | +86.1% | -102.4% | -30.1% |
| All | -16.3% | +86.4% | -102.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling