+256.9%
CP vs NWSA
+153.1%
+103.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -0.7% | -12.2% | +11.5% | +3.6% |
| 30D | +9.6% | -8.7% | +18.3% | +12.7% |
| 3M | +2.2% | -6.0% | +8.2% | +3.8% |
| 6M | +11.1% | -0.3% | +11.4% | +10.0% |
| YTD | +28.2% | +3.5% | +24.7% | +24.4% |
| 1Y | +32.2% | +0.8% | +31.4% | +29.5% |
| 3Y | +35.5% | +31.1% | +4.4% | +18.7% |
| 5Y | +26.8% | +18.8% | +8.0% | +12.0% |
| 10Y | +256.9% | +147.9% | +109.1% | +116.7% |
| All | +256.9% | +153.1% | +103.8% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling