+504.4%
NOW vs CG
+274.5%
+229.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -0.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | -27.4% | +5.7% | -33.1% | -29.8% |
| 3M | -19.4% | -17.9% | -1.6% | -12.9% |
| 6M | +13.1% | -20.2% | +33.3% | +22.8% |
| YTD | -34.3% | -32.0% | -2.3% | -23.8% |
| 1Y | -41.8% | -27.0% | -14.7% | -34.7% |
| 3Y | -20.7% | +42.8% | -63.5% | -39.1% |
| 5Y | -27.2% | -23.4% | -3.8% | -28.0% |
| All | +504.4% | +274.5% | +229.9% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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