+322.0%
CMG vs NEM
+319.0%
+3.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | +10.9% | +7.8% | +3.1% | +10.0% |
| 3M | +15.8% | +30.2% | -14.4% | +12.5% |
| 6M | +6.9% | +9.6% | -2.7% | +5.3% |
| YTD | -2.2% | +27.8% | -30.0% | -5.5% |
| 1Y | -7.1% | +60.7% | -67.8% | -12.6% |
| 3Y | -7.1% | +245.3% | -252.4% | -20.9% |
| 5Y | -4.8% | +155.3% | -160.1% | -17.6% |
| All | +322.0% | +319.0% | +3.0% | +264.4% |
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