-38.4%
CPB vs NWSA
+40.6%
-79.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.9% |
| 7D | -8.2% | -2.6% | -5.6% | -8.0% |
| 30D | -5.6% | +4.6% | -10.2% | -5.9% |
| 3M | +3.0% | +10.2% | -7.2% | +2.1% |
| 6M | -12.7% | +21.6% | -34.3% | -13.9% |
| YTD | -18.0% | +14.6% | -32.6% | -18.8% |
| 1Y | -31.7% | +0.4% | -32.1% | -32.2% |
| 3Y | -41.0% | +45.0% | -85.9% | -41.9% |
| 5Y | -38.4% | +41.3% | -79.7% | -39.6% |
| All | -38.4% | +40.6% | -79.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling