+397.4%
CF vs NWSA
+127.4%
+269.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | +6.0% | -1.9% | +7.9% | +6.8% |
| 30D | +14.8% | +4.6% | +10.3% | +12.7% |
| 3M | +14.1% | +13.2% | +0.8% | +7.7% |
| 6M | +28.5% | +27.0% | +1.5% | +14.8% |
| YTD | +74.9% | +16.8% | +58.1% | +61.1% |
| 1Y | +61.7% | +4.5% | +57.2% | +55.8% |
| 3Y | +80.3% | +46.2% | +34.1% | +46.4% |
| 5Y | +226.0% | +40.9% | +185.1% | +157.1% |
| 10Y | +569.9% | +145.1% | +424.7% | +264.8% |
| All | +397.4% | +127.4% | +269.9% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling