+220.7%
CF vs NWSA
+40.7%
+180.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.8% |
| 7D | +6.0% | -1.9% | +7.9% | +6.4% |
| 30D | +14.8% | +4.6% | +10.3% | +13.7% |
| 3M | +14.1% | +13.2% | +0.8% | +10.8% |
| 6M | +28.5% | +27.0% | +1.5% | +21.2% |
| YTD | +74.9% | +16.8% | +58.1% | +68.0% |
| 1Y | +61.7% | +4.5% | +57.2% | +59.6% |
| 3Y | +80.3% | +46.2% | +34.1% | +61.7% |
| All | +220.7% | +40.7% | +180.1% | +168.8% |
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