+0.4%
CMS vs NWSA
+2.1%
-1.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | +1.2% | -2.6% | +3.9% | +1.4% |
| 30D | -3.2% | +4.6% | -7.7% | -3.4% |
| 3M | -2.2% | +10.2% | -12.4% | -2.9% |
| 6M | -9.4% | +21.6% | -31.1% | -10.6% |
| YTD | +0.7% | +14.6% | -14.0% | -0.3% |
| 1Y | +0.4% | +0.4% | 0.0% | +1.4% |
| All | +0.4% | +2.1% | -1.7% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling