+83.5%
CRL vs NWSA
+18.2%
+65.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.7% | -11.0% | -8.3% |
| 7D | -12.8% | +4.3% | -17.0% | -13.8% |
| 30D | +5.0% | +5.6% | -0.6% | +3.0% |
| 3M | +39.4% | +7.3% | +32.1% | +35.8% |
| 6M | +89.4% | +18.8% | +70.5% | +76.6% |
| YTD | +63.6% | +17.9% | +45.7% | +53.4% |
| 1Y | +83.5% | +19.3% | +64.1% | +71.4% |
| All | +83.5% | +18.2% | +65.2% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling