+790.0%
NOW vs CAG
-36.5%
+826.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.8% |
| 7D | -6.1% | -5.3% | -0.8% | -5.5% |
| 30D | +7.5% | +1.0% | +6.5% | +7.3% |
| 3M | +17.5% | +17.4% | +0.2% | +15.4% |
| 6M | +7.9% | -16.8% | +24.7% | +9.6% |
| YTD | -12.4% | -6.8% | -5.6% | -12.2% |
| 1Y | -28.6% | -15.4% | -13.2% | -27.7% |
| 3Y | +11.8% | -37.1% | +48.9% | +15.5% |
| 5Y | +2.6% | -41.3% | +43.9% | +6.1% |
| 10Y | +790.0% | -35.5% | +825.4% | +752.1% |
| All | +790.0% | -36.5% | +826.5% | +752.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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