-40.6%
NOW vs CNH
+11.5%
-52.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | +0.2% |
| 7D | -3.0% | -1.7% | -1.3% | -3.4% |
| 30D | -26.0% | -7.2% | -18.8% | -26.7% |
| 3M | -13.1% | +6.5% | -19.6% | -10.7% |
| 6M | +14.5% | +7.9% | +6.6% | +19.7% |
| YTD | -33.4% | +26.6% | -60.0% | -35.7% |
| 1Y | -40.6% | +13.8% | -54.4% | -40.2% |
| All | -40.6% | +11.5% | -52.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling