-17.1%
NOW vs CFG
+182.2%
-199.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.1% |
| 7D | -3.1% | +0.3% | -3.3% | -3.1% |
| 30D | -27.0% | +3.2% | -30.3% | -27.6% |
| 3M | -17.7% | -9.7% | -8.0% | -15.8% |
| 6M | +12.7% | +3.6% | +9.1% | +10.9% |
| YTD | -32.9% | +14.7% | -47.6% | -36.7% |
| 1Y | -40.4% | +29.6% | -70.0% | -46.2% |
| 3Y | -17.1% | +190.6% | -207.7% | -34.8% |
| All | -17.1% | +182.2% | -199.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling