-41.8%
NOW vs CMS
-4.6%
-37.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.5% |
| 7D | -1.7% | -1.3% | -0.4% | -2.6% |
| 30D | -27.4% | +5.3% | -32.6% | -24.1% |
| 3M | -19.4% | -0.3% | -19.1% | -19.1% |
| 6M | +13.1% | -4.0% | +17.1% | +13.0% |
| YTD | -34.3% | +2.1% | -36.4% | -29.2% |
| 1Y | -41.8% | -4.7% | -37.0% | -38.5% |
| All | -41.8% | -4.6% | -37.2% | -38.5% |
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