+350.3%
CRL vs NWSA
+148.1%
+202.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.9% |
| 30D | +11.9% | -8.8% | +20.7% | +15.7% |
| 3M | +20.2% | -6.5% | +26.7% | +22.7% |
| 6M | +107.5% | +1.5% | +106.0% | +103.0% |
| YTD | +69.4% | +4.0% | +65.4% | +63.4% |
| 1Y | +99.7% | +3.4% | +96.3% | +93.1% |
| 3Y | +98.8% | +34.8% | +63.9% | +71.0% |
| 5Y | -12.4% | +18.4% | -30.8% | -22.5% |
| All | +350.3% | +148.1% | +202.1% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling