-18.0%
CPB vs NWSA
+18.2%
-36.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.2% | +4.6% |
| 7D | +13.0% | +4.3% | +8.7% | +11.4% |
| 30D | +20.5% | +5.6% | +15.0% | +18.7% |
| 3M | +2.2% | +7.3% | -5.1% | -0.1% |
| 6M | +15.4% | +18.8% | -3.5% | +9.2% |
| YTD | -12.3% | +17.9% | -30.2% | -15.4% |
| 1Y | -18.0% | +19.3% | -37.3% | -21.3% |
| All | -18.0% | +18.2% | -36.2% | -21.3% |
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