+345.3%
CF vs NWSA
+98.1%
+247.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -3.2% | -9.4% | +6.2% | -0.3% |
| 30D | +4.3% | -7.8% | +12.1% | +6.5% |
| 3M | +2.8% | -10.8% | +13.6% | +6.2% |
| 6M | +0.6% | +1.0% | -0.4% | -2.0% |
| YTD | +56.6% | +1.8% | +54.9% | +50.6% |
| 1Y | +49.6% | +6.0% | +43.6% | +41.1% |
| 3Y | +61.5% | +24.6% | +36.9% | +38.6% |
| 5Y | +124.0% | +13.1% | +110.8% | +92.7% |
| 10Y | +573.2% | +148.5% | +424.7% | +258.8% |
| All | +345.3% | +98.1% | +247.2% | +155.0% |
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