+2,771.1%
NOW vs CRL
+783.3%
+1,987.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | +20.5% | +10.7% | +9.9% | +14.8% |
| 3M | +18.3% | +55.3% | -36.9% | -5.2% |
| 6M | +24.1% | +60.7% | -36.6% | -3.3% |
| YTD | -7.8% | +44.6% | -52.4% | -24.7% |
| 1Y | -21.4% | +77.7% | -99.1% | -42.8% |
| 3Y | +19.5% | +37.6% | -18.1% | -11.3% |
| 5Y | +4.1% | -35.8% | +39.9% | +16.8% |
| 10Y | +826.4% | +241.7% | +584.7% | +267.4% |
| All | +2,771.1% | +783.3% | +1,987.8% | +727.0% |
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