-26.0%
NOW vs CMS
+36.2%
-62.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.9% |
| 7D | -6.7% | +1.7% | -8.3% | -6.6% |
| 30D | -25.8% | +8.6% | -34.4% | -25.8% |
| 3M | -12.7% | -0.5% | -12.2% | -12.6% |
| 6M | +11.2% | -4.2% | +15.4% | +11.7% |
| YTD | -33.2% | +3.4% | -36.6% | -33.6% |
| 1Y | -41.8% | +0.4% | -42.3% | -42.0% |
| 3Y | -15.7% | +38.2% | -53.9% | -22.5% |
| 5Y | -26.0% | +35.4% | -61.5% | -32.5% |
| All | -26.0% | +36.2% | -62.2% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling