+226.1%
ACWI vs CRL
+354.1%
-127.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | +2.7% | +8.9% | -6.2% | +0.4% |
| 30D | -2.6% | +14.0% | -16.6% | -6.2% |
| 3M | -3.2% | +19.8% | -23.0% | -8.2% |
| 6M | +1.9% | +102.0% | -100.2% | -16.4% |
| YTD | +11.3% | +70.8% | -59.5% | -5.5% |
| 1Y | +11.7% | +98.7% | -87.1% | -9.2% |
| 3Y | +74.4% | +98.2% | -23.8% | +32.7% |
| 5Y | +59.5% | -11.7% | +71.2% | +54.8% |
| All | +226.1% | +354.1% | -127.9% | +79.8% |
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