+521.8%
NOW vs CMS
+137.8%
+384.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -5.6% | -1.1% | -4.4% | -5.3% |
| 30D | -26.8% | +6.6% | -33.3% | -28.0% |
| 3M | -19.4% | +0.8% | -20.2% | -19.8% |
| 6M | +12.3% | -3.3% | +15.6% | +12.7% |
| YTD | -32.9% | +2.7% | -35.6% | -34.2% |
| 1Y | -40.3% | -4.0% | -36.3% | -40.3% |
| 3Y | -19.1% | +37.6% | -56.7% | -29.5% |
| 5Y | -24.4% | +35.4% | -59.8% | -34.8% |
| 10Y | +521.8% | +136.0% | +385.8% | +403.0% |
| All | +521.8% | +137.8% | +384.1% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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