-26.7%
NOW vs CME
+72.1%
-98.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.5% |
| 7D | -8.7% | +1.7% | -10.4% | -9.2% |
| 30D | -29.3% | +10.2% | -39.5% | -31.4% |
| 3M | -21.8% | +17.8% | -39.6% | -25.5% |
| 6M | +9.2% | +11.0% | -1.7% | +5.5% |
| YTD | -35.0% | +17.0% | -52.0% | -38.3% |
| 1Y | -42.5% | +15.8% | -58.3% | -45.3% |
| 3Y | -21.5% | +61.8% | -83.3% | -37.7% |
| All | -26.7% | +72.1% | -98.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling