+152.5%
CNH vs NWSA
+148.8%
+3.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -2.5% | -4.8% | +2.3% | +0.1% |
| 30D | +27.0% | +3.0% | +24.0% | +25.0% |
| 3M | +32.6% | +9.3% | +23.3% | +25.6% |
| 6M | +23.6% | +23.2% | +0.4% | +9.2% |
| YTD | +47.8% | +13.3% | +34.5% | +35.5% |
| 1Y | +21.3% | +2.9% | +18.4% | +16.6% |
| 3Y | +7.0% | +43.3% | -36.4% | -15.5% |
| 5Y | +10.2% | +40.9% | -30.7% | -15.0% |
| All | +152.5% | +148.8% | +3.6% | +36.7% |
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 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