-26.4%
NOW vs CAH
+507.2%
-533.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | -3.0% | +8.5% | -11.5% | -3.9% |
| 30D | -26.0% | +17.0% | -43.1% | -27.4% |
| 3M | -13.1% | +14.6% | -27.7% | -14.6% |
| 6M | +14.5% | +42.5% | -28.0% | +9.3% |
| YTD | -33.4% | +33.5% | -66.9% | -36.5% |
| 1Y | -40.6% | +38.5% | -79.2% | -43.9% |
| 3Y | -16.3% | +179.0% | -195.3% | -33.2% |
| All | -26.4% | +507.2% | -533.5% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling