+106.3%
CNH vs NWSA
+141.7%
-35.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.1% |
| 7D | +6.4% | -0.8% | +7.2% | +6.9% |
| 30D | -1.6% | -11.3% | +9.7% | +4.2% |
| 3M | +11.6% | -8.1% | +19.6% | +15.6% |
| 6M | +12.5% | -0.7% | +13.2% | +10.8% |
| YTD | +31.1% | +1.3% | +29.7% | +26.3% |
| 1Y | +17.0% | -1.3% | +18.3% | +14.5% |
| 3Y | +28.7% | +28.4% | +0.3% | +6.8% |
| 5Y | -17.4% | +15.3% | -32.7% | -29.5% |
| All | +106.3% | +141.7% | -35.4% | +15.3% |
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