+790.9%
NOW vs CMI
+501.9%
+289.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +2.9% | -12.3% | +15.2% | +6.5% |
| 3M | +22.6% | -16.8% | +39.4% | +27.0% |
| 6M | +7.5% | +1.5% | +6.0% | +1.7% |
| YTD | -14.4% | +9.8% | -24.2% | -22.3% |
| 1Y | -29.8% | +42.6% | -72.4% | -43.2% |
| 3Y | +9.2% | +151.0% | -141.7% | -31.4% |
| 5Y | +0.8% | +167.0% | -166.2% | -39.2% |
| 10Y | +790.9% | +512.2% | +278.8% | +243.2% |
| All | +790.9% | +501.9% | +289.1% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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