+8.7%
CNH vs NWSA
+40.6%
-31.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.7% |
| 7D | +8.8% | -2.6% | +11.4% | +10.1% |
| 30D | +24.7% | +4.6% | +20.1% | +22.1% |
| 3M | +27.3% | +10.2% | +17.1% | +21.1% |
| 6M | +23.2% | +21.6% | +1.5% | +11.2% |
| YTD | +48.9% | +14.6% | +34.3% | +37.5% |
| 1Y | +19.4% | +0.4% | +19.0% | +17.9% |
| 3Y | +7.8% | +45.0% | -37.2% | -13.3% |
| 5Y | +8.7% | +41.3% | -32.6% | -15.8% |
| All | +8.7% | +40.6% | -31.9% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling