+17.9%
NOW vs CMG
-5.1%
+22.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | +20.5% | +7.1% | +13.4% | +18.4% |
| 3M | +18.3% | +31.2% | -12.8% | +9.0% |
| 6M | +24.1% | +0.7% | +23.4% | +22.7% |
| YTD | -7.8% | -0.1% | -7.7% | -8.7% |
| 1Y | -21.4% | -10.7% | -10.7% | -20.4% |
| All | +17.9% | -5.1% | +22.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling