-26.4%
NOW vs CF
+120.6%
-146.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.7% |
| 30D | -26.0% | +4.3% | -30.4% | -26.5% |
| 3M | -13.1% | +2.8% | -15.9% | -13.7% |
| 6M | +14.5% | +0.6% | +13.9% | +13.6% |
| YTD | -33.4% | +56.6% | -90.1% | -39.6% |
| 1Y | -40.6% | +49.6% | -90.2% | -45.7% |
| 3Y | -16.3% | +61.5% | -77.8% | -25.8% |
| All | -26.4% | +120.6% | -146.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling