+36.7%
CRL vs WTW
+61.8%
-25.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -6.9% | -7.8% | +0.9% | -5.2% |
| 30D | -3.2% | -7.9% | +4.7% | -1.4% |
| 3M | +46.5% | +19.9% | +26.6% | +40.5% |
| 6M | +63.1% | +9.8% | +53.3% | +58.9% |
| YTD | +36.9% | -3.3% | +40.2% | +37.5% |
| 1Y | +78.1% | -3.3% | +81.4% | +78.7% |
| All | +36.7% | +61.8% | -25.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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