-16.0%
NOW vs CF
+56.6%
-72.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -6.2% |
| 7D | -6.7% | +0.4% | -7.1% | -6.7% |
| 30D | -25.8% | +2.2% | -28.0% | -25.9% |
| 3M | -12.7% | +2.1% | -14.8% | -13.0% |
| 6M | +11.2% | -6.5% | +17.8% | +11.6% |
| YTD | -33.2% | +55.6% | -88.7% | -38.4% |
| 1Y | -41.8% | +42.3% | -84.1% | -45.5% |
| All | -16.0% | +56.6% | -72.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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