+6.1%
NWSA vs CAI
-9.9%
+15.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -2.8% | -2.9% | +0.1% | -2.6% |
| 30D | +3.0% | +9.3% | -6.3% | +2.4% |
| 3M | +12.3% | +35.2% | -22.9% | +9.5% |
| 6M | +21.9% | +30.7% | -8.9% | +18.3% |
| YTD | +13.6% | -9.8% | +23.3% | +13.8% |
| 1Y | +0.5% | -28.9% | +29.3% | +2.8% |
| All | +6.1% | -9.9% | +15.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling