+287.2%
CMS vs NWSA
+98.2%
+189.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.3% | -9.4% | +8.1% | 0.0% |
| 30D | +6.3% | -7.8% | +14.1% | +7.4% |
| 3M | -2.1% | -10.8% | +8.7% | -0.6% |
| 6M | -5.1% | +1.1% | -6.2% | -5.6% |
| YTD | +1.3% | +1.8% | -0.5% | +0.3% |
| 1Y | -1.4% | +6.0% | -7.4% | -3.0% |
| 3Y | +36.9% | +24.6% | +12.4% | +30.3% |
| 5Y | +32.5% | +13.1% | +19.4% | +25.9% |
| 10Y | +126.8% | +148.5% | -21.8% | +79.1% |
| All | +287.2% | +98.2% | +189.1% | +213.6% |
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