+514.0%
NOW vs CMG
+342.6%
+171.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.3% | +2.5% | -2.2% | -0.6% |
| 30D | -27.0% | +15.6% | -42.6% | -31.9% |
| 3M | -19.6% | +8.2% | -27.8% | -23.5% |
| 6M | +17.5% | +9.9% | +7.6% | +8.9% |
| YTD | -33.3% | -4.6% | -28.6% | -34.7% |
| 1Y | -39.8% | +12.4% | -52.3% | -45.2% |
| 3Y | -19.9% | -18.0% | -1.9% | -21.1% |
| 5Y | -26.1% | -5.3% | -20.7% | -33.2% |
| All | +514.0% | +342.6% | +171.4% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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