-41.0%
CPB vs NWSA
+44.8%
-85.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | -8.2% | -2.6% | -5.6% | -7.9% |
| 30D | -5.6% | +4.6% | -10.2% | -6.3% |
| 3M | +3.0% | +10.2% | -7.2% | +1.1% |
| 6M | -12.7% | +21.6% | -34.3% | -15.2% |
| YTD | -18.0% | +14.6% | -32.6% | -19.7% |
| 1Y | -31.7% | +0.4% | -32.1% | -32.6% |
| 3Y | -41.0% | +45.0% | -85.9% | -43.4% |
| All | -41.0% | +44.8% | -85.7% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling