+47.0%
CF vs NWSA
-0.3%
+47.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -0.9% | -10.5% | +9.6% | -2.6% |
| 30D | +6.9% | -8.8% | +15.7% | +5.2% |
| 3M | +4.8% | -6.5% | +11.4% | +3.6% |
| 6M | +4.7% | -1.3% | +6.0% | +4.5% |
| YTD | +56.5% | +2.5% | +54.0% | +57.2% |
| All | +47.0% | -0.3% | +47.2% | +49.5% |
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