+514.0%
NOW vs CAH
+418.0%
+96.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +0.3% | +3.5% | -3.2% | -0.4% |
| 30D | -27.0% | +13.5% | -40.4% | -28.9% |
| 3M | -19.6% | +21.8% | -41.5% | -23.0% |
| 6M | +17.5% | +51.5% | -34.1% | +7.5% |
| YTD | -33.3% | +38.1% | -71.3% | -38.4% |
| 1Y | -39.8% | +37.7% | -77.5% | -44.5% |
| 3Y | -19.9% | +179.6% | -199.5% | -38.4% |
| 5Y | -26.1% | +504.9% | -531.0% | -54.0% |
| All | +514.0% | +418.0% | +96.0% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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