+308.6%
CFG vs NWSA
+143.8%
+164.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | +0.1% |
| 7D | +2.7% | -2.6% | +5.3% | +4.4% |
| 30D | -3.7% | +4.6% | -8.2% | -6.5% |
| 3M | +9.5% | +10.2% | -0.7% | +2.1% |
| 6M | +22.2% | +21.6% | +0.6% | +6.3% |
| YTD | +22.3% | +14.6% | +7.7% | +9.5% |
| 1Y | +39.4% | +0.4% | +39.1% | +35.8% |
| 3Y | +188.5% | +45.0% | +143.5% | +119.6% |
| 5Y | +101.5% | +41.3% | +60.3% | +51.2% |
| 10Y | +308.6% | +142.8% | +165.8% | +88.4% |
| All | +308.6% | +143.8% | +164.8% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling