-22.5%
NOW vs CSGP
-61.6%
+39.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.6% |
| 7D | -27.5% | +18.3% | -45.8% | -34.8% |
| 30D | -20.0% | +17.8% | -37.8% | -29.1% |
| 3M | -7.9% | +9.3% | -17.2% | -14.9% |
| 6M | +18.3% | -7.9% | +26.2% | +20.8% |
| YTD | -29.0% | -51.5% | +22.6% | +3.8% |
| 1Y | -38.7% | -53.3% | +14.6% | -8.3% |
| 3Y | -10.3% | -57.9% | +47.6% | +32.5% |
| 5Y | -22.5% | -61.3% | +38.8% | +27.4% |
| All | -22.5% | -61.6% | +39.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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