Stock and ETF performance explorer

C vs NEM

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	NEM	Excess	Alpha
1D	+2.5%	+3.5%	-1.1%	N/A
7D	-0.9%	+14.7%	-15.6%	N/A
All	-0.9%	+15.0%	-15.9%	N/A

Daily percentage return beside NEM.

Portfolio return minus NEM return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.