+499.2%
NOW vs CME
+331.0%
+168.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | -26.0% | +13.2% | -39.2% | -29.4% |
| 3M | -13.1% | +16.3% | -29.4% | -17.8% |
| 6M | +14.5% | +7.1% | +7.4% | +10.9% |
| YTD | -33.4% | +15.8% | -49.3% | -37.5% |
| 1Y | -40.6% | +17.1% | -57.7% | -44.6% |
| 3Y | -16.3% | +63.2% | -79.5% | -33.4% |
| 5Y | -26.3% | +70.2% | -96.5% | -42.7% |
| All | +499.2% | +331.0% | +168.2% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling