-16.3%
NOW vs CAG
-34.1%
+17.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.5% |
| 7D | -3.0% | +5.8% | -8.8% | -2.8% |
| 30D | -26.0% | +16.4% | -42.4% | -25.7% |
| 3M | -13.1% | +3.8% | -16.9% | -12.9% |
| 6M | +14.5% | +10.8% | +3.7% | +14.8% |
| YTD | -33.4% | -5.8% | -27.6% | -34.8% |
| 1Y | -40.6% | -2.4% | -38.2% | -41.4% |
| 3Y | -16.3% | -33.4% | +17.1% | -23.5% |
| All | -16.3% | -34.1% | +17.8% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling