+573.2%
CMI vs NWSA
+122.3%
+450.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.7% | -3.1% | +3.8% | +1.9% |
| 30D | -12.3% | +4.3% | -16.6% | -13.9% |
| 3M | -16.8% | +9.2% | -26.0% | -20.6% |
| 6M | +1.5% | +21.6% | -20.0% | -7.8% |
| YTD | +9.8% | +14.2% | -4.4% | +1.8% |
| 1Y | +42.6% | +1.8% | +40.8% | +38.3% |
| 3Y | +151.0% | +44.4% | +106.5% | +108.2% |
| 5Y | +167.0% | +41.0% | +126.1% | +117.9% |
| 10Y | +512.2% | +150.0% | +362.1% | +259.5% |
| All | +573.2% | +122.3% | +450.9% | +310.1% |
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