+8.9%
CRCL vs NWSA
+6.6%
+2.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -11.2% | -2.8% | -8.4% | -9.7% |
| 30D | +27.1% | +3.0% | +24.1% | +25.5% |
| 3M | +9.6% | +12.3% | -2.7% | +1.3% |
| 6M | -19.7% | +21.9% | -41.5% | -31.6% |
| YTD | +14.2% | +13.6% | +0.7% | +3.5% |
| 1Y | -32.2% | +0.5% | -32.7% | -29.4% |
| All | +8.9% | +6.6% | +2.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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