-19.9%
NOW vs CRL
+97.9%
-117.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -27.0% | +11.9% | -38.9% | -29.1% |
| 3M | -19.6% | +20.2% | -39.8% | -23.5% |
| 6M | +17.5% | +107.5% | -90.1% | -2.8% |
| YTD | -33.3% | +69.4% | -102.7% | -42.0% |
| 1Y | -39.8% | +99.7% | -139.6% | -49.7% |
| 3Y | -19.9% | +98.8% | -118.7% | -34.3% |
| All | -19.9% | +97.9% | -117.8% | -34.3% |
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