+1,025.2%
C vs NEM
+474.3%
+550.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.1% | +2.3% |
| 7D | -0.9% | +14.7% | -15.6% | -1.7% |
| 30D | -5.4% | +6.2% | -11.6% | -5.8% |
| 3M | -9.2% | +11.0% | -20.2% | -9.8% |
| 6M | -1.8% | +7.9% | -9.7% | -2.5% |
| YTD | +6.7% | +26.2% | -19.5% | +4.8% |
| 1Y | +23.5% | +51.5% | -28.0% | +20.1% |
| 3Y | +219.8% | +290.6% | -70.8% | +193.8% |
| 5Y | +112.4% | +153.1% | -40.7% | +98.3% |
| 10Y | +220.1% | +332.4% | -112.3% | +189.2% |
| All | +1,025.2% | +474.3% | +550.9% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling