+2,111.6%
NOW vs CF
+307.3%
+1,804.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.5% |
| 7D | -27.5% | -6.9% | -20.7% | -26.5% |
| 30D | -20.0% | -3.7% | -16.3% | -19.5% |
| 3M | -7.9% | -5.0% | -2.9% | -7.4% |
| 6M | +18.3% | -10.5% | +28.8% | +19.7% |
| YTD | -29.0% | +46.5% | -75.5% | -36.3% |
| 1Y | -38.7% | +34.8% | -73.5% | -44.0% |
| 3Y | -10.3% | +46.7% | -57.0% | -21.1% |
| 5Y | -22.5% | +112.0% | -134.5% | -39.6% |
| 10Y | +553.8% | +529.7% | +24.1% | +262.9% |
| All | +2,111.6% | +307.3% | +1,804.3% | +1,213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling