-21.5%
NOW vs CB
+73.2%
-94.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.6% | -3.1% |
| 7D | -8.7% | +0.7% | -9.4% | -8.8% |
| 30D | -29.3% | +8.2% | -37.5% | -29.8% |
| 3M | -21.8% | +6.3% | -28.1% | -22.3% |
| 6M | +9.2% | +16.2% | -6.9% | +8.9% |
| YTD | -35.0% | +19.3% | -54.3% | -35.5% |
| 1Y | -42.5% | +29.2% | -71.7% | -43.5% |
| 3Y | -21.5% | +71.4% | -93.0% | -27.1% |
| All | -21.5% | +73.2% | -94.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3y: compounded portfolio wealth divided by compounded CB 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…
3y analysis · Full analysis span regression · 6 months rolling