+499.2%
NOW vs CMS
+125.4%
+373.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | -26.0% | +6.3% | -32.4% | -27.3% |
| 3M | -13.1% | -2.1% | -11.1% | -12.9% |
| 6M | +14.5% | -5.1% | +19.6% | +15.4% |
| YTD | -33.4% | +1.3% | -34.7% | -34.5% |
| 1Y | -40.6% | -1.4% | -39.2% | -41.2% |
| 3Y | -16.3% | +36.9% | -53.2% | -27.2% |
| 5Y | -26.3% | +32.5% | -58.9% | -36.2% |
| All | +499.2% | +125.4% | +373.8% | +375.7% |
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