-26.4%
NOW vs CNH
-14.7%
-11.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.9% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -26.0% | -7.2% | -18.8% | -25.1% |
| 3M | -13.1% | +6.5% | -19.6% | -15.2% |
| 6M | +14.5% | +7.9% | +6.6% | +10.6% |
| YTD | -33.4% | +26.6% | -60.0% | -40.5% |
| 1Y | -40.6% | +13.8% | -54.4% | -45.0% |
| 3Y | -16.3% | +9.2% | -25.5% | -25.0% |
| All | -26.4% | -14.7% | -11.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling