-37.7%
CAG vs NWSA
+149.4%
-187.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -2.8% | -2.9% | -5.2% |
| 30D | -2.4% | +3.0% | -5.4% | -3.0% |
| 3M | +9.8% | +12.3% | -2.5% | +7.4% |
| 6M | -10.8% | +21.9% | -32.7% | -14.1% |
| YTD | -10.8% | +13.6% | -24.4% | -13.2% |
| 1Y | -19.0% | +0.5% | -19.4% | -19.5% |
| 3Y | -39.7% | +43.8% | -83.4% | -44.5% |
| 5Y | -43.0% | +41.2% | -84.1% | -48.4% |
| All | -37.7% | +149.4% | -187.0% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling