-9.6%
CNH vs NWSA
+17.3%
-26.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +4.5% | -9.7% | +14.2% | +8.8% |
| 30D | +7.6% | -8.6% | +16.3% | +11.5% |
| 3M | +17.0% | -6.3% | +23.3% | +19.6% |
| 6M | +12.9% | -1.2% | +14.1% | +11.8% |
| YTD | +34.3% | +2.6% | +31.6% | +29.5% |
| 1Y | +28.5% | 0.0% | +28.5% | +25.7% |
| 3Y | +31.9% | +30.1% | +1.8% | +11.0% |
| 5Y | -9.6% | +18.3% | -27.9% | -22.0% |
| All | -9.6% | +17.3% | -26.9% | -22.0% |
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 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