+27.4%
CFG vs NWSA
-0.1%
+27.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.7% | -9.7% | +10.4% | +2.5% |
| 30D | +2.8% | -8.6% | +11.4% | +4.4% |
| 3M | -10.1% | -6.3% | -3.8% | -8.8% |
| 6M | +3.2% | -1.2% | +4.4% | +3.9% |
| YTD | +14.2% | +2.6% | +11.5% | +12.9% |
| 1Y | +27.4% | 0.0% | +27.4% | +27.9% |
| All | +27.4% | -0.1% | +27.6% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling