+2,771.1%
NOW vs CP
+609.8%
+2,161.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.2% |
| 30D | +20.5% | +0.2% | +20.3% | +20.4% |
| 3M | +18.3% | +2.6% | +15.8% | +16.8% |
| 6M | +24.1% | +6.0% | +18.1% | +19.1% |
| YTD | -7.8% | +24.9% | -32.7% | -18.9% |
| 1Y | -21.4% | +20.1% | -41.5% | -29.6% |
| 3Y | +19.5% | +16.4% | +3.1% | +6.5% |
| 5Y | +4.1% | +31.7% | -27.7% | -13.3% |
| 10Y | +826.4% | +223.9% | +602.6% | +397.3% |
| All | +2,771.1% | +609.8% | +2,161.3% | +1,070.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling