+68.0%
CNH vs NWSA
+114.5%
-46.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +5.0% |
| 7D | +23.3% | -1.9% | +25.2% | +24.4% |
| 30D | +33.5% | +4.6% | +28.9% | +30.3% |
| 3M | +32.7% | +13.2% | +19.5% | +23.7% |
| 6M | +22.2% | +27.0% | -4.8% | +6.9% |
| YTD | +57.7% | +16.8% | +40.9% | +42.8% |
| 1Y | +28.0% | +4.5% | +23.5% | +22.3% |
| 3Y | +11.5% | +46.2% | -34.7% | -11.5% |
| 5Y | +11.9% | +40.9% | -29.1% | -12.2% |
| 10Y | +162.8% | +145.1% | +17.7% | +44.8% |
| All | +68.0% | +114.5% | -46.5% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling