+16.5%
CME vs NWSA
+2.3%
+14.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | +3.9% | +2.2% | +1.8% | +3.8% |
| 30D | +11.3% | -8.8% | +20.1% | +11.9% |
| 3M | +19.6% | -6.5% | +26.0% | +20.2% |
| 6M | +8.1% | +1.5% | +6.6% | +8.7% |
| YTD | +20.4% | +4.0% | +16.4% | +21.3% |
| 1Y | +16.5% | +3.4% | +13.1% | +17.4% |
| All | +16.5% | +2.3% | +14.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling