+1,988.6%
NOW vs CAH
+847.2%
+1,141.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -3.1% | +7.8% | -10.9% | -5.0% |
| 30D | -27.0% | +15.5% | -42.5% | -30.0% |
| 3M | -17.7% | +16.3% | -34.0% | -21.3% |
| 6M | +12.7% | +50.0% | -37.3% | +0.4% |
| YTD | -32.9% | +34.7% | -67.7% | -39.3% |
| 1Y | -40.4% | +35.9% | -76.3% | -46.2% |
| 3Y | -17.1% | +178.5% | -195.6% | -40.9% |
| 5Y | -25.7% | +515.7% | -541.3% | -59.8% |
| 10Y | +504.6% | +421.5% | +83.1% | +208.4% |
| All | +1,988.6% | +847.2% | +1,141.4% | +758.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling