+1,988.6%
NOW vs CHD
+397.4%
+1,591.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -3.1% | +0.8% | -3.8% | -3.3% |
| 30D | -27.0% | +13.5% | -40.5% | -29.7% |
| 3M | -17.7% | +8.1% | -25.9% | -19.7% |
| 6M | +12.7% | +19.9% | -7.2% | +6.9% |
| YTD | -32.9% | +34.0% | -66.9% | -39.0% |
| 1Y | -40.4% | +29.8% | -70.2% | -45.3% |
| 3Y | -17.1% | +28.7% | -45.8% | -25.8% |
| 5Y | -25.7% | +31.8% | -57.5% | -35.9% |
| 10Y | +504.6% | +178.2% | +326.4% | +271.4% |
| All | +1,988.6% | +397.4% | +1,591.2% | +883.1% |
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 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