+21.3%
CP vs NWSA
+2.0%
+19.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.6% | -3.1% | +3.7% | +1.0% |
| 30D | -0.5% | +4.3% | -4.8% | -1.1% |
| 3M | +0.1% | +9.2% | -9.2% | -1.2% |
| 6M | +7.8% | +21.6% | -13.8% | +4.5% |
| YTD | +22.9% | +14.2% | +8.6% | +20.1% |
| 1Y | +21.3% | +1.8% | +19.6% | +18.2% |
| All | +21.3% | +2.0% | +19.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling