+1,924.6%
NOW vs CNC
+789.6%
+1,135.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.6% |
| 7D | -8.7% | +4.0% | -12.8% | -9.7% |
| 30D | -29.3% | +7.4% | -36.7% | -30.7% |
| 3M | -21.8% | +5.4% | -27.3% | -23.2% |
| 6M | +9.2% | +25.4% | -16.2% | +3.4% |
| YTD | -35.0% | +70.6% | -105.5% | -43.3% |
| 1Y | -42.5% | +104.9% | -147.4% | -52.0% |
| 3Y | -21.5% | -2.3% | -19.2% | -26.3% |
| 5Y | -25.8% | -6.5% | -19.3% | -30.4% |
| 10Y | +506.3% | +153.3% | +353.1% | +315.7% |
| All | +1,924.6% | +789.6% | +1,135.0% | +1,199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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