-37.2%
CRL vs NWSA
+39.6%
-76.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -4.6% | -3.4% | -1.2% | -2.8% |
| 30D | +0.5% | +3.9% | -3.4% | -1.7% |
| 3M | +46.6% | +8.9% | +37.8% | +39.3% |
| 6M | +57.3% | +21.2% | +36.1% | +40.4% |
| YTD | +39.5% | +13.8% | +25.7% | +28.7% |
| 1Y | +76.9% | +1.4% | +75.5% | +72.7% |
| 3Y | +39.4% | +44.0% | -4.6% | +13.3% |
| 5Y | -37.2% | +40.5% | -77.6% | -51.9% |
| All | -37.2% | +39.6% | -76.8% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling