+22.1%
CB vs NWSA
+2.1%
+20.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.3% |
| 7D | -0.6% | -2.6% | +2.0% | -0.4% |
| 30D | -3.9% | +4.6% | -8.5% | -4.2% |
| 3M | +4.9% | +10.2% | -5.3% | +3.7% |
| 6M | +3.3% | +21.6% | -18.4% | +1.8% |
| YTD | +8.5% | +14.6% | -6.1% | +7.6% |
| 1Y | +22.1% | +0.4% | +21.7% | +21.5% |
| All | +22.1% | +2.1% | +20.0% | +21.5% |
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