+25.9%
CMS vs NWSA
+40.7%
-14.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +0.4% | -1.9% | +2.2% | +0.6% |
| 30D | -3.6% | +4.6% | -8.2% | -4.1% |
| 3M | -1.9% | +13.2% | -15.1% | -3.4% |
| 6M | -11.0% | +27.0% | -38.0% | -13.6% |
| YTD | +0.2% | +16.8% | -16.6% | -1.9% |
| 1Y | -1.3% | +4.5% | -5.8% | -2.1% |
| 3Y | +35.9% | +46.2% | -10.3% | +28.0% |
| All | +25.9% | +40.7% | -14.8% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling