+790.0%
NOW vs CME
+282.5%
+507.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.6% |
| 7D | -6.1% | -2.9% | -3.2% | -5.0% |
| 30D | +7.5% | +5.5% | +1.9% | +5.5% |
| 3M | +17.5% | +11.0% | +6.6% | +13.0% |
| 6M | +7.9% | -9.7% | +17.6% | +11.5% |
| YTD | -12.4% | +4.9% | -17.3% | -14.6% |
| 1Y | -28.6% | +10.1% | -38.6% | -31.8% |
| 3Y | +11.8% | +53.5% | -41.7% | -9.1% |
| 5Y | +2.6% | +77.2% | -74.5% | -21.5% |
| 10Y | +790.0% | +282.1% | +507.9% | +516.0% |
| All | +790.0% | +282.5% | +507.5% | +516.0% |
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