-38.7%
NOW vs CHD
+30.9%
-69.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | 0.0% |
| 7D | -27.5% | +6.9% | -34.5% | -26.9% |
| 30D | -20.0% | +17.1% | -37.2% | -18.8% |
| 3M | -7.9% | +9.1% | -17.0% | -7.3% |
| 6M | +18.3% | +21.4% | -3.1% | +23.2% |
| YTD | -29.0% | +34.9% | -63.8% | -26.1% |
| 1Y | -38.7% | +31.0% | -69.7% | -36.1% |
| All | -38.7% | +30.9% | -69.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling