-21.5%
NOW vs CPB
-36.1%
+14.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | -8.7% | +2.9% | -11.6% | -8.8% |
| 30D | -29.3% | +17.6% | -46.9% | -29.8% |
| 3M | -21.8% | +2.0% | -23.9% | -22.0% |
| 6M | +9.2% | +11.6% | -2.4% | +9.3% |
| YTD | -35.0% | -13.8% | -21.2% | -36.8% |
| 1Y | -42.5% | -21.6% | -21.0% | -45.1% |
| 3Y | -21.5% | -35.8% | +14.3% | -28.7% |
| All | -21.5% | -36.1% | +14.5% | -28.7% |
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