+132.3%
CMS vs NWSA
+159.6%
-27.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.9% | -10.5% | +9.6% | +0.7% |
| 30D | +7.1% | -8.8% | +15.8% | +8.4% |
| 3M | -1.3% | -6.5% | +5.2% | -0.5% |
| 6M | -2.7% | -1.3% | -1.3% | -2.9% |
| YTD | +2.6% | +2.5% | +0.1% | +1.5% |
| 1Y | -2.0% | +0.2% | -2.2% | -2.8% |
| 3Y | +39.6% | +27.6% | +12.0% | +31.5% |
| 5Y | +35.3% | +17.0% | +18.3% | +27.0% |
| 10Y | +132.3% | +148.3% | -16.0% | +78.7% |
| All | +132.3% | +159.6% | -27.3% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling