-40.8%
NOW vs CAH
+38.3%
-79.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -1.9% |
| 7D | -1.7% | +3.9% | -5.5% | -0.1% |
| 30D | -27.4% | +16.0% | -43.4% | -22.6% |
| 3M | -19.4% | +19.1% | -38.5% | -13.2% |
| 6M | +13.1% | +53.0% | -39.9% | +40.0% |
| YTD | -34.3% | +36.6% | -70.9% | -23.0% |
| All | -40.8% | +38.3% | -79.1% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling