+223.5%
CB vs NWSA
+143.2%
+80.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | -3.1% | +3.9% | -7.0% | -4.3% |
| 3M | +4.2% | +8.9% | -4.7% | +1.2% |
| 6M | +4.7% | +21.2% | -16.5% | -1.9% |
| YTD | +8.8% | +13.8% | -5.0% | +3.6% |
| 1Y | +22.6% | +1.4% | +21.2% | +20.8% |
| 3Y | +70.6% | +44.0% | +26.7% | +46.7% |
| 5Y | +99.4% | +40.5% | +59.0% | +67.7% |
| 10Y | +223.5% | +149.2% | +74.3% | +101.4% |
| All | +223.5% | +143.2% | +80.3% | +101.4% |
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