+247.9%
CB vs NWSA
+141.7%
+106.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +7.4% | -11.3% | +18.7% | +11.1% |
| 3M | +8.6% | -8.1% | +16.7% | +10.9% |
| 6M | +16.1% | -0.7% | +16.8% | +15.4% |
| YTD | +20.2% | +1.3% | +18.9% | +17.9% |
| 1Y | +27.2% | -1.3% | +28.5% | +25.8% |
| 3Y | +72.7% | +28.4% | +44.3% | +53.1% |
| 5Y | +105.9% | +15.3% | +90.7% | +84.6% |
| All | +247.9% | +141.7% | +106.2% | +120.9% |
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