+506.3%
NOW vs CMS
+134.3%
+372.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -8.7% | +0.5% | -9.2% | -8.9% |
| 30D | -29.3% | +7.4% | -36.7% | -30.6% |
| 3M | -21.8% | +1.9% | -23.7% | -22.4% |
| 6M | +9.2% | -2.3% | +11.6% | +9.3% |
| YTD | -35.0% | +3.0% | -37.9% | -36.2% |
| 1Y | -42.5% | -2.8% | -39.7% | -42.7% |
| 3Y | -21.5% | +37.9% | -59.4% | -31.7% |
| 5Y | -25.8% | +34.0% | -59.7% | -35.7% |
| 10Y | +506.3% | +138.1% | +368.2% | +388.4% |
| All | +506.3% | +134.3% | +372.0% | +388.4% |
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