+584.6%
CRL vs NWSA
+127.4%
+457.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.9% |
| 7D | -1.0% | -1.9% | +0.8% | -0.2% |
| 30D | +10.7% | +4.6% | +6.1% | +8.4% |
| 3M | +55.3% | +13.2% | +42.1% | +46.5% |
| 6M | +60.7% | +27.0% | +33.7% | +44.1% |
| YTD | +44.6% | +16.8% | +27.8% | +34.3% |
| 1Y | +77.7% | +4.5% | +73.2% | +72.2% |
| 3Y | +37.6% | +46.2% | -8.6% | +16.5% |
| 5Y | -35.8% | +40.9% | -76.7% | -46.1% |
| 10Y | +241.7% | +145.1% | +96.6% | +113.8% |
| All | +584.6% | +127.4% | +457.2% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling