+752.0%
NOW vs CFG
+351.2%
+400.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.1% |
| 7D | -6.7% | -2.2% | -4.5% | -6.1% |
| 30D | -25.8% | +0.4% | -26.2% | -25.9% |
| 3M | -12.7% | -12.6% | -0.1% | -9.6% |
| 6M | +11.2% | +0.6% | +10.6% | +10.3% |
| YTD | -33.2% | +12.4% | -45.6% | -36.3% |
| 1Y | -41.8% | +27.7% | -69.5% | -46.6% |
| 3Y | -15.7% | +172.4% | -188.0% | -38.6% |
| 5Y | -26.0% | +64.0% | -90.0% | -39.1% |
| 10Y | +515.1% | +252.8% | +262.2% | +233.9% |
| All | +752.0% | +351.2% | +400.8% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling