+34.3%
CP vs NWSA
+40.7%
-6.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +0.2% | +4.6% | -4.4% | -1.3% |
| 3M | +2.6% | +13.2% | -10.7% | -1.5% |
| 6M | +6.0% | +27.0% | -21.0% | -2.0% |
| YTD | +24.9% | +16.8% | +8.1% | +18.2% |
| 1Y | +20.1% | +4.5% | +15.6% | +17.5% |
| 3Y | +16.4% | +46.2% | -29.8% | +1.6% |
| All | +34.3% | +40.7% | -6.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling