+1,980.5%
NOW vs CRL
+858.4%
+1,122.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | -4.1% |
| 7D | -6.7% | -16.8% | +10.1% | +1.2% |
| 30D | -25.8% | +2.6% | -28.5% | -27.2% |
| 3M | -12.7% | +20.1% | -32.7% | -20.9% |
| 6M | +11.2% | +68.8% | -57.6% | -15.8% |
| YTD | -33.2% | +56.9% | -90.1% | -48.1% |
| 1Y | -41.8% | +86.7% | -128.5% | -58.7% |
| 3Y | -15.7% | +72.1% | -87.7% | -45.0% |
| 5Y | -26.0% | -16.6% | -9.5% | -28.6% |
| 10Y | +515.1% | +359.0% | +156.0% | +105.8% |
| All | +1,980.5% | +858.4% | +1,122.1% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling