+101.1%
CRL vs NWSA
+30.9%
+70.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.7% | -9.7% | +7.9% | +2.9% |
| 30D | +14.6% | -8.6% | +23.2% | +18.8% |
| 3M | +24.8% | -6.3% | +31.1% | +27.2% |
| 6M | +94.7% | -1.2% | +95.9% | +90.6% |
| YTD | +73.4% | +2.6% | +70.7% | +64.9% |
| 1Y | +104.7% | 0.0% | +104.6% | +98.2% |
| 3Y | +101.1% | +30.1% | +71.0% | +56.4% |
| All | +101.1% | +30.9% | +70.2% | +56.4% |
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 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