-24.4%
NOW vs CG
-17.8%
-6.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.8% |
| 7D | -5.6% | -3.8% | -1.7% | -3.9% |
| 30D | -26.8% | +7.5% | -34.3% | -30.0% |
| 3M | -19.4% | -14.4% | -5.1% | -14.0% |
| 6M | +12.3% | -15.7% | +28.0% | +19.6% |
| YTD | -32.9% | -29.0% | -4.0% | -22.6% |
| 1Y | -40.3% | -22.1% | -18.2% | -34.6% |
| 3Y | -19.1% | +49.1% | -68.2% | -44.3% |
| 5Y | -24.4% | -18.4% | -6.0% | -21.9% |
| All | -24.4% | -17.8% | -6.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling