+222.2%
ACWI vs CRL
+400.8%
-178.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.4% |
| 7D | +0.3% | +4.4% | -4.0% | -1.0% |
| 30D | -2.8% | +17.1% | -19.9% | -7.1% |
| 3M | -3.2% | +32.1% | -35.2% | -10.4% |
| 6M | +1.3% | +98.9% | -97.7% | -16.5% |
| YTD | +11.2% | +77.1% | -65.9% | -6.5% |
| 1Y | +13.8% | +110.3% | -96.5% | -8.9% |
| 3Y | +76.2% | +108.5% | -32.3% | +32.3% |
| 5Y | +59.5% | -7.9% | +67.3% | +53.0% |
| 10Y | +222.2% | +368.9% | -146.7% | +75.7% |
| All | +222.2% | +400.8% | -178.6% | +75.7% |
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