+403.7%
CMG vs NWSA
+123.2%
+280.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -1.5% | -2.6% | +1.2% | -0.6% |
| 30D | +12.7% | +4.6% | +8.2% | +11.1% |
| 3M | +26.3% | +10.2% | +16.1% | +21.8% |
| 6M | +4.5% | +21.6% | -17.1% | -2.6% |
| YTD | -0.1% | +14.6% | -14.8% | -5.3% |
| 1Y | -6.8% | +0.4% | -7.1% | -7.9% |
| 3Y | -5.0% | +45.0% | -50.0% | -17.5% |
| 5Y | -3.0% | +41.3% | -44.3% | -16.6% |
| 10Y | +323.6% | +142.8% | +180.8% | +193.4% |
| All | +403.7% | +123.2% | +280.6% | +254.8% |
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 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