-11.8%
CAG vs NWSA
+5.5%
-17.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -3.8% | -1.9% | -1.9% | -3.5% |
| 30D | +3.1% | +4.6% | -1.4% | +2.3% |
| 3M | +23.5% | +13.2% | +10.2% | +20.4% |
| 6M | -14.8% | +27.0% | -41.8% | -17.0% |
| YTD | -5.4% | +16.8% | -22.3% | -7.5% |
| 1Y | -11.8% | +4.5% | -16.3% | -18.7% |
| All | -11.8% | +5.5% | -17.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling