+21.3%
CNH vs NWSA
+1.3%
+19.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -2.5% | -4.8% | +2.3% | -2.4% |
| 30D | +27.0% | +3.0% | +24.0% | +27.0% |
| 3M | +32.6% | +9.3% | +23.3% | +33.2% |
| 6M | +23.6% | +23.2% | +0.4% | +23.9% |
| YTD | +47.8% | +13.3% | +34.5% | +48.9% |
| 1Y | +21.3% | +2.9% | +18.4% | +26.0% |
| All | +21.3% | +1.3% | +19.9% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling