-39.8%
NOW vs CP
+31.6%
-71.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.5% |
| 7D | +0.3% | +2.1% | -1.9% | +0.7% |
| 30D | -27.0% | +9.3% | -36.3% | -25.4% |
| 3M | -19.6% | +0.5% | -20.1% | -20.3% |
| 6M | +17.5% | +10.4% | +7.0% | +21.9% |
| YTD | -33.3% | +28.7% | -61.9% | -25.0% |
| 1Y | -39.8% | +33.2% | -73.0% | -32.7% |
| All | -39.8% | +31.6% | -71.4% | -32.7% |
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