-42.5%
NOW vs CMS
-0.8%
-41.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -2.8% |
| 7D | -8.7% | +0.5% | -9.2% | -8.4% |
| 30D | -29.3% | +7.4% | -36.7% | -25.0% |
| 3M | -21.8% | +1.9% | -23.7% | -20.2% |
| 6M | +9.2% | -2.3% | +11.6% | +10.8% |
| YTD | -35.0% | +3.0% | -37.9% | -29.7% |
| 1Y | -42.5% | -2.8% | -39.7% | -38.8% |
| All | -42.5% | -0.8% | -41.8% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling