+214.5%
CG vs NWSA
+101.5%
+113.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -3.8% | -12.2% | +8.4% | +3.0% |
| 30D | +7.5% | -8.7% | +16.2% | +12.7% |
| 3M | -14.4% | -6.0% | -8.4% | -11.8% |
| 6M | -15.7% | -0.3% | -15.3% | -16.5% |
| YTD | -29.0% | +3.5% | -32.5% | -31.7% |
| 1Y | -22.1% | +0.8% | -22.9% | -23.9% |
| 3Y | +49.1% | +31.1% | +18.0% | +27.6% |
| 5Y | -18.4% | +18.8% | -37.2% | -27.7% |
| 10Y | +295.1% | +147.9% | +147.2% | +123.9% |
| All | +214.5% | +101.5% | +113.1% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling