+29.5%
CL vs NWSA
+46.6%
-17.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -4.8% | +4.6% | -9.4% | -5.5% |
| 3M | +4.9% | +13.2% | -8.3% | +3.1% |
| 6M | -5.7% | +27.0% | -32.7% | -8.5% |
| YTD | +14.4% | +16.8% | -2.5% | +11.9% |
| 1Y | +8.7% | +4.5% | +4.2% | +7.4% |
| All | +29.5% | +46.6% | -17.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling