+504.4%
NOW vs CFG
+214.3%
+290.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -27.4% | +3.3% | -30.7% | -28.0% |
| 3M | -19.4% | -11.5% | -7.9% | -17.1% |
| 6M | +13.1% | +6.2% | +6.9% | +10.8% |
| YTD | -34.3% | +14.3% | -48.6% | -37.3% |
| 1Y | -41.8% | +26.7% | -68.5% | -46.0% |
| 3Y | -20.7% | +187.8% | -208.5% | -41.2% |
| 5Y | -27.2% | +61.3% | -88.5% | -38.9% |
| All | +504.4% | +214.3% | +290.2% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling