-26.4%
NOW vs CHD
+30.9%
-57.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -3.0% | +2.0% | -5.0% | -3.0% |
| 30D | -26.0% | +13.0% | -39.0% | -26.3% |
| 3M | -13.1% | +6.1% | -19.2% | -13.3% |
| 6M | +14.5% | +15.9% | -1.4% | +14.2% |
| YTD | -33.4% | +31.6% | -65.1% | -34.2% |
| 1Y | -40.6% | +28.5% | -69.1% | -41.2% |
| 3Y | -16.3% | +30.5% | -46.8% | -19.5% |
| All | -26.4% | +30.9% | -57.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling