+225.2%
ACWI vs CRL
+350.3%
-125.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.7% | +11.9% | -13.6% | -4.9% |
| 3M | -3.9% | +20.2% | -24.1% | -9.0% |
| 6M | +0.8% | +107.5% | -106.7% | -17.8% |
| YTD | +11.0% | +69.4% | -58.4% | -5.6% |
| 1Y | +13.1% | +99.7% | -86.6% | -8.2% |
| 3Y | +73.9% | +98.8% | -24.9% | +32.1% |
| 5Y | +59.0% | -12.4% | +71.5% | +54.7% |
| All | +225.2% | +350.3% | -125.0% | +79.6% |
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