+99.5%
CFG vs NWSA
+39.0%
+60.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -1.7% | -4.8% | +3.1% | +1.1% |
| 30D | -4.6% | +3.0% | -7.6% | -6.3% |
| 3M | +7.9% | +9.3% | -1.4% | +1.7% |
| 6M | +19.9% | +23.2% | -3.3% | +4.6% |
| YTD | +21.7% | +13.3% | +8.4% | +10.8% |
| 1Y | +38.4% | +2.9% | +35.5% | +33.6% |
| 3Y | +187.0% | +43.3% | +143.7% | +124.5% |
| 5Y | +99.5% | +40.9% | +58.6% | +54.0% |
| All | +99.5% | +39.0% | +60.5% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling