-22.4%
CPB vs NWSA
+2.3%
-24.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.5% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | +19.2% | -8.8% | +28.0% | +21.5% |
| 3M | -0.9% | -6.5% | +5.6% | +0.1% |
| 6M | +15.2% | +1.5% | +13.7% | +12.8% |
| YTD | -13.1% | +4.0% | -17.1% | -13.2% |
| 1Y | -22.4% | +3.4% | -25.9% | -22.4% |
| All | -22.4% | +2.3% | -24.7% | -22.4% |
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