+233.3%
CP vs NWSA
+144.0%
+89.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.7% |
| 30D | -0.5% | +4.3% | -4.8% | -2.0% |
| 3M | +0.1% | +9.2% | -9.2% | -3.5% |
| 6M | +7.8% | +21.6% | -13.8% | -0.2% |
| YTD | +22.9% | +14.2% | +8.6% | +15.8% |
| 1Y | +21.3% | +1.8% | +19.6% | +19.1% |
| 3Y | +20.4% | +44.4% | -24.1% | +2.5% |
| 5Y | +34.9% | +41.0% | -6.0% | +12.3% |
| 10Y | +233.3% | +150.0% | +83.3% | +102.4% |
| All | +233.3% | +144.0% | +89.3% | +102.4% |
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