+521.8%
NOW vs CMI
+335.9%
+186.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.6% |
| 7D | -5.6% | -1.8% | -3.7% | -5.0% |
| 30D | -26.8% | -12.2% | -14.5% | -23.9% |
| 3M | -19.4% | -26.5% | +7.1% | -12.3% |
| 6M | +12.3% | -33.6% | +45.9% | +23.7% |
| YTD | -32.9% | -8.3% | -24.6% | -35.9% |
| 1Y | -40.3% | -1.3% | -39.0% | -44.8% |
| 3Y | -19.1% | +124.8% | -143.8% | -48.1% |
| 5Y | -24.4% | +119.9% | -144.2% | -51.7% |
| 10Y | +521.8% | +335.9% | +185.9% | +174.0% |
| All | +521.8% | +335.9% | +186.0% | +174.0% |
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