+2.6%
NOW vs CMG
-3.5%
+6.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -6.1% | -1.5% | -4.6% | -5.6% |
| 30D | +7.5% | +12.7% | -5.2% | +1.3% |
| 3M | +17.5% | +26.3% | -8.7% | +2.2% |
| 6M | +7.9% | +4.5% | +3.4% | +3.1% |
| YTD | -12.4% | -0.1% | -12.3% | -14.9% |
| 1Y | -28.6% | -6.8% | -21.8% | -29.6% |
| 3Y | +11.8% | -5.0% | +16.8% | -5.6% |
| 5Y | +2.6% | -3.0% | +5.7% | -14.5% |
| All | +2.6% | -3.5% | +6.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling