+219.7%
CFG vs NWSA
+149.3%
+70.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.7% | -9.7% | +10.4% | +6.6% |
| 30D | +2.8% | -8.6% | +11.4% | +7.9% |
| 3M | -10.1% | -6.3% | -3.8% | -7.4% |
| 6M | +3.2% | -1.2% | +4.4% | +1.7% |
| YTD | +14.2% | +2.6% | +11.5% | +8.4% |
| 1Y | +27.4% | 0.0% | +27.4% | +23.0% |
| 3Y | +187.6% | +30.1% | +157.5% | +131.0% |
| 5Y | +65.7% | +18.3% | +47.4% | +37.9% |
| 10Y | +219.7% | +149.3% | +70.4% | +53.0% |
| All | +219.7% | +149.3% | +70.4% | +53.0% |
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 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