+377.7%
CI vs NWSA
+99.5%
+278.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.1% | -10.5% | +10.6% | +2.9% |
| 30D | +4.7% | -8.8% | +13.4% | +7.0% |
| 3M | +5.2% | -6.5% | +11.7% | +6.9% |
| 6M | +3.8% | -1.3% | +5.1% | +3.6% |
| YTD | +9.2% | +2.5% | +6.7% | +7.4% |
| 1Y | +14.3% | +0.2% | +14.1% | +13.1% |
| 3Y | +8.4% | +27.6% | -19.2% | -1.5% |
| 5Y | +50.0% | +17.0% | +33.1% | +36.4% |
| 10Y | +142.2% | +148.3% | -6.1% | +60.9% |
| All | +377.7% | +99.5% | +278.2% | +232.4% |
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