-9.3%
CAG vs NWSA
+120.6%
-129.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -5.9% | -4.8% | -1.1% | -5.0% |
| 30D | -1.5% | +3.0% | -4.5% | -2.1% |
| 3M | +11.5% | +9.3% | +2.2% | +9.5% |
| 6M | -15.7% | +23.2% | -38.9% | -19.1% |
| YTD | -10.2% | +13.3% | -23.5% | -12.7% |
| 1Y | -18.1% | +2.9% | -21.0% | -19.0% |
| 3Y | -39.4% | +43.3% | -82.7% | -44.4% |
| 5Y | -42.6% | +40.9% | -83.5% | -48.2% |
| 10Y | -35.6% | +148.1% | -183.7% | -51.5% |
| All | -9.3% | +120.6% | -129.9% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling