+885.2%
NOW vs CNH
+28.6%
+856.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.0% | -4.9% |
| 7D | -6.7% | -0.4% | -6.3% | -6.6% |
| 30D | -25.8% | -15.2% | -10.6% | -23.0% |
| 3M | -12.7% | +4.3% | -16.9% | -14.8% |
| 6M | +11.2% | +10.1% | +1.2% | +5.7% |
| YTD | -33.2% | +23.2% | -56.4% | -39.9% |
| 1Y | -41.8% | +8.5% | -50.3% | -45.6% |
| 3Y | -15.7% | +4.1% | -19.7% | -22.8% |
| 5Y | -26.0% | -17.8% | -8.2% | -28.4% |
| 10Y | +515.1% | +113.3% | +401.8% | +313.3% |
| All | +885.2% | +28.6% | +856.5% | +625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling