+327.3%
CP vs NWSA
+99.5%
+227.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +2.8% | -10.5% | +13.3% | +6.6% |
| 30D | +11.3% | -8.8% | +20.1% | +14.6% |
| 3M | +2.9% | -6.5% | +9.4% | +4.7% |
| 6M | +9.8% | -1.3% | +11.1% | +9.0% |
| YTD | +28.5% | +2.5% | +26.0% | +25.1% |
| 1Y | +33.5% | +0.2% | +33.3% | +31.0% |
| 3Y | +31.9% | +27.6% | +4.3% | +16.7% |
| 5Y | +25.5% | +17.0% | +8.5% | +11.3% |
| 10Y | +257.6% | +148.3% | +109.2% | +113.7% |
| All | +327.3% | +99.5% | +227.8% | +174.9% |
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 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