+73.2%
CB vs NWSA
+46.6%
+26.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +0.5% | -1.9% | +2.4% | +0.8% |
| 30D | -3.1% | +4.6% | -7.7% | -3.8% |
| 3M | +9.0% | +13.2% | -4.3% | +6.8% |
| 6M | +2.9% | +27.0% | -24.1% | -0.9% |
| YTD | +10.1% | +16.8% | -6.7% | +7.4% |
| 1Y | +22.8% | +4.5% | +18.3% | +21.9% |
| All | +73.2% | +46.6% | +26.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling