+2,111.6%
NOW vs CMS
+370.6%
+1,741.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -27.5% | +4.1% | -31.6% | -28.3% |
| 30D | -20.0% | +10.9% | -30.9% | -22.0% |
| 3M | -7.9% | -0.2% | -7.7% | -8.1% |
| 6M | +18.3% | -4.7% | +23.0% | +19.1% |
| YTD | -29.0% | +3.9% | -32.9% | -30.4% |
| 1Y | -38.7% | +0.4% | -39.1% | -39.4% |
| 3Y | -10.3% | +38.8% | -49.1% | -20.7% |
| 5Y | -22.5% | +37.1% | -59.6% | -32.0% |
| 10Y | +553.8% | +132.7% | +421.2% | +414.7% |
| All | +2,111.6% | +370.6% | +1,741.0% | +1,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling