-24.4%
NOW vs CPB
-33.9%
+9.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.2% |
| 7D | -5.6% | -4.1% | -1.5% | -5.6% |
| 30D | -26.8% | +16.9% | -43.7% | -26.9% |
| 3M | -19.4% | -0.6% | -18.9% | -19.5% |
| 6M | +12.3% | +11.4% | +0.9% | +12.7% |
| YTD | -32.9% | -14.8% | -18.1% | -34.3% |
| 1Y | -40.3% | -24.8% | -15.5% | -42.4% |
| 3Y | -19.1% | -36.6% | +17.6% | -24.2% |
| 5Y | -24.4% | -33.3% | +9.0% | -29.3% |
| All | -24.4% | -33.9% | +9.5% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling