-38.1%
CRL vs WTW
+42.3%
-80.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.1% |
| 7D | -6.9% | -7.8% | +0.9% | -3.7% |
| 30D | -3.2% | -7.9% | +4.7% | +0.1% |
| 3M | +46.5% | +19.9% | +26.6% | +35.0% |
| 6M | +63.1% | +9.8% | +53.3% | +54.9% |
| YTD | +36.9% | -3.3% | +40.2% | +37.3% |
| 1Y | +78.1% | -3.3% | +81.4% | +78.1% |
| 3Y | +36.7% | +61.5% | -24.9% | -3.1% |
| 5Y | -38.1% | +42.6% | -80.7% | -55.1% |
| All | -38.1% | +42.3% | -80.4% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling