+75.1%
CME vs NWSA
+18.7%
+56.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +2.5% | -12.2% | +14.7% | +4.0% |
| 30D | +13.9% | -8.7% | +22.6% | +15.1% |
| 3M | +22.4% | -6.0% | +28.3% | +23.1% |
| 6M | +12.9% | -0.3% | +13.2% | +12.7% |
| YTD | +19.6% | +3.5% | +16.1% | +18.7% |
| 1Y | +17.7% | +0.8% | +16.9% | +17.2% |
| 3Y | +65.3% | +31.1% | +34.2% | +55.4% |
| 5Y | +75.1% | +18.8% | +56.3% | +70.6% |
| All | +75.1% | +18.7% | +56.5% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling