-25.7%
NOW vs CNH
-6.4%
-19.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | -1.3% |
| 7D | -3.1% | +8.6% | -11.6% | -4.6% |
| 30D | -27.0% | +12.6% | -39.6% | -28.9% |
| 3M | -17.7% | +17.5% | -35.2% | -21.2% |
| 6M | +12.7% | +18.1% | -5.4% | +7.0% |
| YTD | -32.9% | +40.4% | -73.3% | -41.2% |
| 1Y | -40.4% | +34.0% | -74.4% | -46.9% |
| 3Y | -17.1% | +35.3% | -52.4% | -30.3% |
| 5Y | -25.7% | -5.1% | -20.6% | -29.2% |
| All | -25.7% | -6.4% | -19.3% | -29.2% |
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 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