-21.9%
CPB vs NWSA
+101.5%
-123.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | -4.1% | -12.2% | +8.1% | -2.7% |
| 30D | +16.9% | -8.7% | +25.6% | +18.1% |
| 3M | -0.6% | -6.0% | +5.4% | +0.1% |
| 6M | +11.4% | -0.3% | +11.7% | +11.2% |
| YTD | -14.8% | +3.5% | -18.3% | -15.4% |
| 1Y | -24.8% | +0.8% | -25.5% | -25.0% |
| 3Y | -36.6% | +31.1% | -67.7% | -38.9% |
| 5Y | -33.3% | +18.8% | -52.1% | -35.7% |
| 10Y | -40.4% | +147.9% | -188.3% | -49.9% |
| All | -21.9% | +101.5% | -123.4% | -32.4% |
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 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