+221.6%
ACWI vs CRL
+353.6%
-132.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.1% |
| 7D | -0.2% | -1.7% | +1.6% | +0.1% |
| 30D | -3.3% | +14.6% | -17.9% | -7.0% |
| 3M | -3.4% | +24.8% | -28.2% | -9.3% |
| 6M | +0.8% | +94.7% | -93.9% | -16.4% |
| YTD | +10.7% | +73.4% | -62.6% | -6.4% |
| 1Y | +11.6% | +104.7% | -93.0% | -10.0% |
| 3Y | +73.4% | +101.1% | -27.7% | +31.5% |
| 5Y | +60.2% | -10.8% | +71.0% | +55.1% |
| 10Y | +221.6% | +358.8% | -137.2% | +76.4% |
| All | +221.6% | +353.6% | -132.0% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling