+86.4%
CL vs NWSA
+146.9%
-60.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.8% | -12.2% | +11.4% | +1.2% |
| 30D | +9.5% | -8.7% | +18.2% | +11.0% |
| 3M | +6.8% | -6.0% | +12.7% | +7.7% |
| 6M | +14.3% | -0.3% | +14.6% | +14.0% |
| YTD | +27.0% | +3.5% | +23.5% | +25.7% |
| 1Y | +26.3% | +0.8% | +25.5% | +25.5% |
| 3Y | +39.3% | +31.1% | +8.1% | +31.1% |
| 5Y | +41.5% | +18.8% | +22.7% | +33.5% |
| All | +86.4% | +146.9% | -60.4% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling