+61.5%
CF vs NWSA
+23.7%
+37.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -3.2% | -9.4% | +6.2% | -2.9% |
| 30D | +4.3% | -7.8% | +12.1% | +4.3% |
| 3M | +2.8% | -10.8% | +13.6% | +3.3% |
| 6M | +0.6% | +1.1% | -0.5% | -0.9% |
| YTD | +56.6% | +1.8% | +54.8% | +53.8% |
| 1Y | +49.6% | +6.0% | +43.6% | +45.1% |
| 3Y | +61.5% | +24.6% | +36.9% | +48.9% |
| All | +61.5% | +23.7% | +37.8% | +48.9% |
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