+2.6%
NOW vs CMI
+170.2%
-167.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -6.1% | +1.9% | -8.0% | -6.5% |
| 30D | +7.5% | -12.5% | +20.0% | +10.2% |
| 3M | +17.5% | -16.2% | +33.7% | +20.2% |
| 6M | +7.9% | +4.9% | +3.1% | -0.1% |
| YTD | -12.4% | +11.1% | -23.5% | -21.8% |
| 1Y | -28.6% | +43.4% | -71.9% | -43.9% |
| 3Y | +11.8% | +154.1% | -142.2% | -35.5% |
| 5Y | +2.6% | +169.5% | -166.8% | -47.8% |
| All | +2.6% | +170.2% | -167.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling