+1,259.6%
NOW vs CNH
+64.7%
+1,194.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -4.0% |
| 7D | -2.4% | +23.3% | -25.7% | -7.9% |
| 30D | +20.5% | +33.5% | -12.9% | +11.1% |
| 3M | +18.3% | +32.7% | -14.4% | +8.7% |
| 6M | +24.1% | +22.2% | +1.9% | +14.8% |
| YTD | -7.8% | +57.7% | -65.5% | -21.7% |
| 1Y | -21.4% | +28.0% | -49.4% | -29.0% |
| 3Y | +19.5% | +11.5% | +8.0% | +9.3% |
| 5Y | +4.1% | +11.9% | -7.8% | -6.6% |
| 10Y | +826.4% | +162.8% | +663.6% | +494.1% |
| All | +1,259.6% | +64.7% | +1,194.9% | +845.3% |
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