+396.0%
CNC vs NWSA
+122.3%
+273.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.9% | -3.1% | -1.8% | -3.9% |
| 30D | -3.8% | +4.3% | -8.1% | -5.0% |
| 3M | -3.2% | +9.2% | -12.5% | -6.2% |
| 6M | +47.9% | +21.6% | +26.3% | +38.5% |
| YTD | +55.7% | +14.2% | +41.5% | +48.5% |
| 1Y | +106.2% | +1.8% | +104.5% | +103.2% |
| 3Y | -2.1% | +44.4% | -46.5% | -15.3% |
| 5Y | +3.4% | +41.0% | -37.6% | -12.6% |
| 10Y | +91.7% | +150.0% | -58.4% | +20.7% |
| All | +396.0% | +122.3% | +273.7% | +222.7% |
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 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