+28.0%
CB vs NWSA
+2.3%
+25.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.8% |
| 7D | +2.9% | +2.2% | +0.7% | +2.7% |
| 30D | +7.3% | -8.8% | +16.1% | +8.2% |
| 3M | +9.4% | -6.5% | +15.9% | +10.1% |
| 6M | +19.6% | +1.5% | +18.1% | +19.4% |
| YTD | +21.5% | +4.0% | +17.4% | +21.5% |
| 1Y | +28.0% | +3.4% | +24.6% | +28.2% |
| All | +28.0% | +2.3% | +25.7% | +28.2% |
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 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