+22.4%
CCI vs NWSA
+149.4%
-126.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.4% |
| 30D | +2.2% | +3.0% | -0.8% | +1.5% |
| 3M | -16.9% | +12.3% | -29.2% | -19.3% |
| 6M | -11.5% | +21.9% | -33.4% | -15.9% |
| YTD | -12.8% | +13.6% | -26.4% | -15.9% |
| 1Y | -17.1% | +0.5% | -17.6% | -17.7% |
| 3Y | -9.6% | +43.8% | -53.4% | -19.1% |
| 5Y | -48.9% | +41.2% | -90.1% | -55.1% |
| All | +22.4% | +149.4% | -126.9% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling