+504.6%
NOW vs CME
+320.1%
+184.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -27.0% | +8.5% | -35.6% | -29.3% |
| 3M | -17.7% | +16.0% | -33.8% | -22.1% |
| 6M | +12.7% | +9.3% | +3.4% | +8.3% |
| YTD | -32.9% | +15.3% | -48.2% | -37.0% |
| 1Y | -40.4% | +14.4% | -54.8% | -43.9% |
| 3Y | -17.1% | +59.9% | -77.0% | -33.5% |
| 5Y | -25.7% | +69.4% | -95.1% | -42.3% |
| 10Y | +504.6% | +299.5% | +205.1% | +274.2% |
| All | +504.6% | +320.1% | +184.5% | +274.2% |
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