+110.9%
CF vs NWSA
+18.8%
+92.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.3% |
| 7D | +4.8% | +2.2% | +2.6% | +4.4% |
| 30D | +4.7% | -8.8% | +13.5% | +5.8% |
| 3M | +7.4% | -6.5% | +13.9% | +7.9% |
| 6M | +0.6% | +1.5% | -0.9% | -0.8% |
| YTD | +64.1% | +4.0% | +60.1% | +60.2% |
| 1Y | +51.4% | +3.4% | +48.0% | +48.0% |
| 3Y | +67.8% | +34.8% | +33.0% | +52.6% |
| All | +110.9% | +18.8% | +92.2% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling