+2,771.1%
NOW vs CHD
+340.4%
+2,430.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | +20.5% | -4.6% | +25.1% | +22.0% |
| 3M | +18.3% | +5.0% | +13.3% | +16.7% |
| 6M | +24.1% | -3.2% | +27.3% | +24.7% |
| YTD | -7.8% | +18.6% | -26.4% | -13.1% |
| 1Y | -21.4% | +4.8% | -26.2% | -23.2% |
| 3Y | +19.5% | +6.1% | +13.4% | +13.5% |
| 5Y | +4.1% | +24.0% | -19.9% | -9.5% |
| 10Y | +826.4% | +124.5% | +702.0% | +516.4% |
| All | +2,771.1% | +340.4% | +2,430.8% | +1,300.5% |
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