-25.1%
NOW vs CAG
-41.0%
+15.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.6% |
| 7D | +0.3% | -3.3% | +3.6% | +0.2% |
| 30D | -27.0% | +7.7% | -34.6% | -27.0% |
| 3M | -19.6% | -3.2% | -16.5% | -19.6% |
| 6M | +17.5% | +7.0% | +10.5% | +17.4% |
| YTD | -33.3% | -9.0% | -24.3% | -34.0% |
| 1Y | -39.8% | -9.6% | -30.2% | -40.6% |
| 3Y | -19.9% | -36.0% | +16.1% | -24.0% |
| All | -25.1% | -41.0% | +15.9% | -29.8% |
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