-24.4%
NOW vs CRL
-12.2%
-12.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.5% |
| 7D | -5.6% | +5.0% | -10.6% | -7.2% |
| 30D | -26.8% | +13.5% | -40.3% | -30.3% |
| 3M | -19.4% | +21.5% | -41.0% | -25.5% |
| 6M | +12.3% | +103.4% | -91.1% | -14.6% |
| YTD | -32.9% | +71.8% | -104.7% | -46.0% |
| 1Y | -40.3% | +97.5% | -137.8% | -54.5% |
| 3Y | -19.1% | +99.2% | -118.3% | -45.1% |
| 5Y | -24.4% | -12.1% | -12.2% | -4.2% |
| All | -24.4% | -12.2% | -12.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling