+396.6%
CB vs NWSA
+127.4%
+269.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.1% |
| 30D | -3.1% | +4.6% | -7.7% | -4.5% |
| 3M | +9.0% | +13.2% | -4.3% | +4.7% |
| 6M | +2.9% | +27.0% | -24.1% | -4.9% |
| YTD | +10.1% | +16.8% | -6.7% | +4.1% |
| 1Y | +22.8% | +4.5% | +18.3% | +19.9% |
| 3Y | +73.8% | +46.2% | +27.6% | +49.9% |
| 5Y | +99.2% | +40.9% | +58.2% | +69.0% |
| 10Y | +218.2% | +145.1% | +73.1% | +106.7% |
| All | +396.6% | +127.4% | +269.2% | +227.7% |
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