+1,988.6%
NOW vs CRL
+949.3%
+1,039.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.6% |
| 7D | -5.6% | +5.0% | -10.6% | -7.8% |
| 30D | -26.8% | +13.5% | -40.3% | -31.5% |
| 3M | -19.4% | +21.5% | -41.0% | -27.5% |
| 6M | +12.3% | +103.4% | -91.1% | -22.2% |
| YTD | -32.9% | +71.8% | -104.7% | -50.1% |
| 1Y | -40.3% | +97.5% | -137.8% | -58.7% |
| 3Y | -19.1% | +99.2% | -118.3% | -51.0% |
| 5Y | -24.4% | -12.1% | -12.2% | -28.4% |
| 10Y | +521.8% | +359.2% | +162.6% | +110.0% |
| All | +1,988.6% | +949.3% | +1,039.4% | +447.9% |
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