+41.9%
CI vs NWSA
+40.6%
+1.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.6% |
| 7D | -2.0% | -2.6% | +0.6% | -1.6% |
| 30D | -1.8% | +4.6% | -6.4% | -2.4% |
| 3M | -4.2% | +10.2% | -14.4% | -5.7% |
| 6M | +2.7% | +21.6% | -18.9% | -0.3% |
| YTD | +1.9% | +14.6% | -12.7% | -0.3% |
| 1Y | -6.3% | +0.4% | -6.6% | -6.6% |
| 3Y | +3.9% | +45.0% | -41.1% | -3.2% |
| 5Y | +41.9% | +41.3% | +0.6% | +31.7% |
| All | +41.9% | +40.6% | +1.2% | +31.7% |
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