-35.4%
CG vs NWSA
+3.0%
-38.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.9% | -2.8% | -7.1% | -9.0% |
| 30D | -11.7% | +3.0% | -14.7% | -12.4% |
| 3M | -4.3% | +12.3% | -16.6% | -7.8% |
| 6M | -8.8% | +21.9% | -30.6% | -15.4% |
| YTD | -26.9% | +13.6% | -40.4% | -29.4% |
| 1Y | -35.4% | +0.5% | -35.9% | -32.3% |
| All | -35.4% | +3.0% | -38.4% | -32.3% |
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