+122.2%
CMS vs NWSA
+144.0%
-21.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.2% | -3.1% | +3.2% | +0.7% |
| 30D | -1.3% | +4.3% | -5.6% | -2.0% |
| 3M | -5.4% | +9.2% | -14.6% | -6.9% |
| 6M | -10.3% | +21.6% | -31.9% | -13.4% |
| YTD | -0.2% | +14.2% | -14.4% | -2.8% |
| 1Y | -0.9% | +1.8% | -2.6% | -1.6% |
| 3Y | +34.0% | +44.4% | -10.5% | +24.0% |
| 5Y | +23.6% | +41.0% | -17.4% | +12.5% |
| 10Y | +122.2% | +150.0% | -27.8% | +69.5% |
| All | +122.2% | +144.0% | -21.8% | +69.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling