-20.3%
CPB vs NWSA
+102.5%
-122.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.9% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | +19.2% | -8.8% | +28.0% | +20.4% |
| 3M | -0.9% | -6.5% | +5.6% | -0.3% |
| 6M | +15.2% | +1.5% | +13.7% | +14.8% |
| YTD | -13.1% | +4.0% | -17.1% | -13.7% |
| 1Y | -22.4% | +3.4% | -25.9% | -22.9% |
| 3Y | -35.3% | +34.8% | -70.2% | -37.9% |
| 5Y | -33.0% | +18.4% | -51.3% | -35.3% |
| 10Y | -39.2% | +149.2% | -188.3% | -48.9% |
| All | -20.3% | +102.5% | -122.8% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling