-26.1%
CPB vs NWSA
+127.4%
-153.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | -8.6% | -1.9% | -6.7% | -8.4% |
| 30D | -7.2% | +4.6% | -11.8% | -7.8% |
| 3M | +0.9% | +13.2% | -12.3% | -0.6% |
| 6M | -11.8% | +27.0% | -38.8% | -14.2% |
| YTD | -19.4% | +16.8% | -36.2% | -21.0% |
| 1Y | -30.4% | +4.5% | -34.9% | -31.0% |
| 3Y | -40.2% | +46.2% | -86.4% | -43.1% |
| 5Y | -39.5% | +40.9% | -80.4% | -42.9% |
| 10Y | -47.4% | +145.1% | -192.5% | -55.5% |
| All | -26.1% | +127.4% | -153.5% | -36.9% |
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