+2,771.1%
NOW vs CME
+852.7%
+1,918.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | -1.6% | -0.8% | -1.7% |
| 30D | +20.5% | +6.2% | +14.3% | +17.6% |
| 3M | +18.3% | +10.4% | +7.9% | +13.3% |
| 6M | +24.1% | -9.5% | +33.6% | +28.5% |
| YTD | -7.8% | +6.0% | -13.8% | -11.0% |
| 1Y | -21.4% | +9.3% | -30.7% | -25.3% |
| 3Y | +19.5% | +57.7% | -38.1% | -6.3% |
| 5Y | +4.1% | +77.7% | -73.6% | -23.0% |
| 10Y | +826.4% | +281.2% | +545.2% | +335.5% |
| All | +2,771.1% | +852.7% | +1,918.5% | +694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling