+5.9%
NWSA vs CAI
-11.0%
+16.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -5.1% | +0.3% | -4.4% |
| 30D | +3.0% | +3.9% | -0.9% | +2.6% |
| 3M | +9.3% | +40.1% | -30.8% | +6.2% |
| 6M | +23.2% | +29.7% | -6.5% | +19.7% |
| YTD | +13.3% | -10.9% | +24.2% | +13.6% |
| 1Y | +2.9% | -28.0% | +30.9% | +5.0% |
| All | +5.9% | -11.0% | +16.8% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling