+208.8%
C vs NEM
+316.2%
-107.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.7% |
| 7D | -0.4% | +11.6% | -12.0% | -1.5% |
| 30D | -5.2% | +1.8% | -7.0% | -5.4% |
| 3M | -9.1% | +2.5% | -11.6% | -9.5% |
| 6M | -1.6% | +3.4% | -5.0% | -2.4% |
| YTD | +6.9% | +20.9% | -14.0% | +4.1% |
| 1Y | +23.0% | +37.2% | -14.2% | +18.3% |
| 3Y | +216.1% | +271.6% | -55.5% | +174.1% |
| 5Y | +112.2% | +136.6% | -24.4% | +88.3% |
| 10Y | +208.8% | +342.6% | -133.9% | +180.0% |
| All | +208.8% | +316.2% | -107.5% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling