+499.2%
NOW vs CLF
+104.8%
+394.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -3.0% | -19.6% | +16.6% | +0.1% |
| 30D | -26.0% | -5.0% | -21.1% | -26.0% |
| 3M | -13.1% | -6.3% | -6.8% | -13.2% |
| 6M | +14.5% | +2.8% | +11.7% | +11.3% |
| YTD | -33.4% | -13.7% | -19.7% | -34.5% |
| 1Y | -40.6% | +13.6% | -54.2% | -44.4% |
| 3Y | -16.3% | -34.0% | +17.7% | -19.3% |
| 5Y | -26.3% | -48.7% | +22.4% | -27.9% |
| All | +499.2% | +104.8% | +394.4% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling