+315.4%
CP vs NWSA
+127.4%
+188.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | +0.2% | +4.6% | -4.4% | -1.6% |
| 3M | +2.6% | +13.2% | -10.7% | -2.5% |
| 6M | +6.0% | +27.0% | -21.0% | -3.7% |
| YTD | +24.9% | +16.8% | +8.1% | +16.6% |
| 1Y | +20.1% | +4.5% | +15.6% | +16.6% |
| 3Y | +16.4% | +46.2% | -29.8% | -1.7% |
| 5Y | +31.7% | +40.9% | -9.2% | +9.3% |
| 10Y | +223.9% | +145.1% | +78.7% | +96.0% |
| All | +315.4% | +127.4% | +188.0% | +156.2% |
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 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