+514.0%
NOW vs CME
+308.7%
+205.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +0.3% | +3.9% | -3.7% | -1.1% |
| 30D | -27.0% | +11.3% | -38.3% | -29.9% |
| 3M | -19.6% | +19.6% | -39.2% | -24.8% |
| 6M | +17.5% | +8.1% | +9.4% | +13.5% |
| YTD | -33.3% | +20.4% | -53.7% | -38.3% |
| 1Y | -39.8% | +16.5% | -56.3% | -43.7% |
| 3Y | -19.9% | +66.4% | -86.4% | -36.9% |
| 5Y | -26.1% | +74.5% | -100.5% | -43.3% |
| All | +514.0% | +308.7% | +205.3% | +239.5% |
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