+127.7%
CL vs NWSA
+98.2%
+29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +1.3% | -9.4% | +10.7% | +2.9% |
| 30D | +11.4% | -7.8% | +19.1% | +12.7% |
| 3M | +4.4% | -10.8% | +15.2% | +6.3% |
| 6M | +10.8% | +1.1% | +9.7% | +10.2% |
| YTD | +25.1% | +1.8% | +23.3% | +24.1% |
| 1Y | +28.0% | +6.0% | +21.9% | +26.0% |
| 3Y | +37.6% | +24.6% | +13.0% | +30.4% |
| 5Y | +39.7% | +13.1% | +26.6% | +32.6% |
| 10Y | +75.8% | +148.5% | -72.7% | +32.7% |
| All | +127.7% | +98.2% | +29.6% | +79.5% |
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