-16.3%
NOW vs CPB
-36.0%
+19.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.0% | +8.0% | -11.0% | -3.2% |
| 30D | -26.0% | +22.4% | -48.4% | -26.6% |
| 3M | -13.1% | +2.5% | -15.6% | -13.2% |
| 6M | +14.5% | +12.2% | +2.3% | +14.5% |
| YTD | -33.4% | -12.8% | -20.6% | -35.3% |
| 1Y | -40.6% | -19.2% | -21.5% | -43.1% |
| 3Y | -16.3% | -35.6% | +19.2% | -23.7% |
| All | -16.3% | -36.0% | +19.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling