+40.6%
CRL vs NWSA
+44.8%
-4.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.6% |
| 7D | -0.6% | -2.6% | +2.1% | +1.0% |
| 30D | +5.0% | +4.6% | +0.4% | +2.2% |
| 3M | +50.6% | +10.2% | +40.4% | +41.2% |
| 6M | +60.9% | +21.6% | +39.3% | +41.2% |
| YTD | +40.7% | +14.6% | +26.1% | +28.1% |
| 1Y | +73.3% | +0.4% | +73.0% | +71.6% |
| 3Y | +40.6% | +45.0% | -4.4% | +10.9% |
| All | +40.6% | +44.8% | -4.2% | +10.9% |
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