+270.6%
C vs NEM
+254.1%
+16.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +0.1% | +23.1% | -23.0% | -2.6% |
| 3M | +2.4% | +18.5% | -16.1% | -0.1% |
| 6M | +24.9% | +7.8% | +17.2% | +22.7% |
| YTD | +19.8% | +29.1% | -9.3% | +14.8% |
| 1Y | +44.9% | +72.7% | -27.8% | +33.9% |
| All | +270.6% | +254.1% | +16.6% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling