+6.8%
NOW vs CAG
-40.1%
+46.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | -2.4% | -3.8% | +1.4% | -2.4% |
| 30D | +20.5% | +3.1% | +17.4% | +20.4% |
| 3M | +18.3% | +23.5% | -5.1% | +19.2% |
| 6M | +24.1% | -14.8% | +38.9% | +21.2% |
| YTD | -7.8% | -5.4% | -2.3% | -8.9% |
| 1Y | -21.4% | -11.8% | -9.6% | -22.8% |
| 3Y | +19.5% | -36.7% | +56.2% | +13.8% |
| All | +6.8% | -40.1% | +46.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling