-25.7%
NOW vs CLF
-47.4%
+21.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.2% | -0.3% |
| 7D | -3.1% | -14.1% | +11.0% | -1.0% |
| 30D | -27.0% | -5.5% | -21.5% | -26.9% |
| 3M | -17.7% | 0.0% | -17.7% | -18.7% |
| 6M | +12.7% | +11.3% | +1.4% | +8.3% |
| YTD | -32.9% | -7.7% | -25.2% | -34.7% |
| 1Y | -40.4% | +17.5% | -57.9% | -44.9% |
| 3Y | -17.1% | -25.4% | +8.3% | -21.9% |
| 5Y | -25.7% | -46.0% | +20.3% | -24.9% |
| All | -25.7% | -47.4% | +21.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling