+840.1%
CRL vs WTW
+1,102.0%
-262.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -3.5% | -5.7% | +2.2% | -1.4% |
| 30D | -2.1% | -7.3% | +5.1% | +0.7% |
| 3M | +48.0% | +21.5% | +26.5% | +36.8% |
| 6M | +64.7% | +9.6% | +55.1% | +57.3% |
| YTD | +39.5% | -3.3% | +42.8% | +39.2% |
| 1Y | +74.2% | -6.1% | +80.3% | +75.5% |
| 3Y | +39.4% | +61.8% | -22.5% | +11.5% |
| 5Y | -36.9% | +42.7% | -79.6% | -47.0% |
| 10Y | +253.3% | +197.2% | +56.1% | +125.0% |
| All | +840.1% | +1,102.0% | -262.0% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling