+2,771.1%
NOW vs CMS
+353.9%
+2,417.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +20.5% | -3.6% | +24.1% | +21.4% |
| 3M | +18.3% | -1.9% | +20.3% | +18.7% |
| 6M | +24.1% | -11.0% | +35.0% | +26.9% |
| YTD | -7.8% | +0.2% | -8.0% | -8.7% |
| 1Y | -21.4% | -1.3% | -20.1% | -22.0% |
| 3Y | +19.5% | +35.9% | -16.4% | +6.1% |
| 5Y | +4.1% | +23.1% | -19.0% | -5.6% |
| 10Y | +826.4% | +117.9% | +708.5% | +640.1% |
| All | +2,771.1% | +353.9% | +2,417.2% | +1,659.9% |
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