+514.0%
NOW vs CMI
+320.3%
+193.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -27.0% | -14.0% | -12.9% | -23.6% |
| 3M | -19.6% | -28.1% | +8.5% | -12.0% |
| 6M | +17.5% | -35.8% | +53.3% | +30.8% |
| YTD | -33.3% | -10.5% | -22.7% | -35.8% |
| 1Y | -39.8% | -1.9% | -38.0% | -44.4% |
| 3Y | -19.9% | +121.0% | -140.9% | -48.5% |
| 5Y | -26.1% | +114.6% | -140.6% | -52.5% |
| All | +514.0% | +320.3% | +193.7% | +168.4% |
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