-31.0%
CPB vs NWSA
+2.0%
-33.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -8.0% | -3.1% | -4.9% | -7.4% |
| 30D | -2.4% | +4.3% | -6.7% | -3.4% |
| 3M | +0.5% | +9.2% | -8.7% | -2.3% |
| 6M | -10.5% | +21.6% | -32.0% | -14.1% |
| YTD | -17.5% | +14.2% | -31.7% | -19.6% |
| 1Y | -31.0% | +1.8% | -32.8% | -35.0% |
| All | -31.0% | +2.0% | -33.0% | -35.0% |
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