+354.0%
CI vs NWSA
+127.4%
+226.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | +4.4% | +4.6% | -0.1% | +3.1% |
| 3M | +0.7% | +13.2% | -12.6% | -2.9% |
| 6M | +0.3% | +27.0% | -26.7% | -6.3% |
| YTD | +3.8% | +16.8% | -13.0% | -1.1% |
| 1Y | -5.5% | +4.5% | -10.0% | -7.5% |
| 3Y | +8.1% | +46.2% | -38.1% | -5.2% |
| 5Y | +42.8% | +40.9% | +1.9% | +23.2% |
| 10Y | +143.9% | +145.1% | -1.2% | +61.0% |
| All | +354.0% | +127.4% | +226.6% | +205.9% |
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 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