+432.3%
CB vs NWSA
+98.2%
+334.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +0.2% | -9.4% | +9.6% | +2.9% |
| 30D | +9.1% | -7.8% | +16.8% | +11.3% |
| 3M | +3.4% | -10.8% | +14.2% | +6.5% |
| 6M | +14.1% | +1.1% | +13.0% | +12.8% |
| YTD | +18.0% | +1.8% | +16.2% | +15.8% |
| 1Y | +30.1% | +6.0% | +24.1% | +25.9% |
| 3Y | +71.8% | +24.6% | +47.2% | +55.1% |
| 5Y | +101.8% | +13.1% | +88.7% | +83.3% |
| 10Y | +252.1% | +148.5% | +103.6% | +128.6% |
| All | +432.3% | +98.2% | +334.1% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling