+506.3%
NOW vs CMG
+382.1%
+124.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -8.7% | +8.0% | -16.7% | -11.4% |
| 30D | -29.3% | +13.7% | -43.0% | -33.6% |
| 3M | -21.8% | +11.8% | -33.6% | -26.6% |
| 6M | +9.2% | +10.6% | -1.3% | +1.1% |
| YTD | -35.0% | -2.9% | -32.1% | -36.8% |
| 1Y | -42.5% | +17.8% | -60.4% | -48.7% |
| 3Y | -21.5% | -15.3% | -6.2% | -23.7% |
| 5Y | -25.8% | -0.9% | -24.9% | -33.9% |
| 10Y | +506.3% | +358.4% | +148.0% | +283.3% |
| All | +506.3% | +382.1% | +124.3% | +283.3% |
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