+499.2%
NOW vs CFG
+242.7%
+256.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | -26.0% | +1.1% | -27.1% | -26.2% |
| 3M | -13.1% | -12.0% | -1.1% | -10.5% |
| 6M | +14.5% | -2.2% | +16.7% | +14.5% |
| YTD | -33.4% | +11.4% | -44.8% | -36.1% |
| 1Y | -40.6% | +27.8% | -68.5% | -45.1% |
| 3Y | -16.3% | +173.3% | -189.6% | -37.0% |
| 5Y | -26.3% | +62.4% | -88.8% | -38.0% |
| All | +499.2% | +242.7% | +256.5% | +353.9% |
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