+112.4%
C vs NEM
+155.5%
-43.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.1% | +2.0% |
| 7D | -0.9% | +14.7% | -15.6% | -2.7% |
| 30D | -5.4% | +6.2% | -11.6% | -6.2% |
| 3M | -9.2% | +11.0% | -20.2% | -10.6% |
| 6M | -1.8% | +7.9% | -9.7% | -3.4% |
| YTD | +6.7% | +26.2% | -19.5% | +2.3% |
| 1Y | +23.5% | +51.5% | -28.0% | +15.8% |
| 3Y | +219.8% | +290.6% | -70.8% | +157.6% |
| 5Y | +112.4% | +153.1% | -40.7% | +77.3% |
| All | +112.4% | +155.5% | -43.1% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling