+1,988.6%
NOW vs CHD
+400.6%
+1,588.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.1% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -26.8% | +12.2% | -38.9% | -29.2% |
| 3M | -19.4% | +9.3% | -28.8% | -21.6% |
| 6M | +12.3% | +24.3% | -11.9% | +5.5% |
| YTD | -32.9% | +34.9% | -67.8% | -39.1% |
| 1Y | -40.3% | +32.7% | -73.0% | -45.6% |
| 3Y | -19.1% | +29.4% | -48.5% | -27.7% |
| 5Y | -24.4% | +31.7% | -56.1% | -34.7% |
| 10Y | +521.8% | +191.7% | +330.1% | +273.7% |
| All | +1,988.6% | +400.6% | +1,588.1% | +881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling