+70.6%
ACWI vs CRL
+86.4%
-15.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -1.1% |
| 7D | -2.4% | -6.1% | +3.7% | -1.6% |
| 30D | -5.2% | +12.4% | -17.6% | -6.9% |
| 3M | -4.8% | +27.1% | -31.9% | -8.3% |
| 6M | -1.3% | +85.7% | -87.0% | -10.3% |
| YTD | +8.4% | +69.2% | -60.8% | -0.7% |
| 1Y | +11.0% | +97.5% | -86.5% | -0.7% |
| 3Y | +70.6% | +86.1% | -15.5% | +48.3% |
| All | +70.6% | +86.4% | -15.9% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling