+43.0%
CNH vs NWSA
+88.5%
-45.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +4.5% | -9.7% | +14.2% | +9.4% |
| 30D | +7.6% | -8.6% | +16.3% | +12.0% |
| 3M | +17.0% | -6.3% | +23.3% | +19.9% |
| 6M | +12.9% | -1.2% | +14.1% | +11.7% |
| YTD | +34.3% | +2.6% | +31.6% | +28.9% |
| 1Y | +28.5% | 0.0% | +28.5% | +25.1% |
| 3Y | +31.9% | +30.1% | +1.8% | +10.3% |
| 5Y | -9.6% | +18.3% | -27.9% | -22.9% |
| 10Y | +106.3% | +149.3% | -43.1% | +14.0% |
| All | +43.0% | +88.5% | -45.5% | -15.7% |
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 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