-40.6%
NOW vs CP
+32.2%
-72.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.7% |
| 7D | -3.0% | +2.8% | -5.8% | -2.5% |
| 30D | -26.0% | +10.2% | -36.3% | -24.2% |
| 3M | -13.1% | +2.4% | -15.5% | -12.8% |
| 6M | +14.5% | +7.7% | +6.8% | +17.9% |
| YTD | -33.4% | +26.0% | -59.4% | -26.6% |
| 1Y | -40.6% | +34.6% | -75.3% | -36.2% |
| All | -40.6% | +32.2% | -72.8% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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