-21.8%
NOW vs CMI
-29.8%
+8.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -2.5% |
| 7D | -8.7% | -9.3% | +0.5% | -7.9% |
| 30D | -29.3% | -13.2% | -16.1% | -28.1% |
| 3M | -21.8% | -28.2% | +6.4% | -35.8% |
| All | -21.8% | -29.8% | +8.0% | -35.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling