+4,100.0%
CMG vs NEM
+225.5%
+3,874.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.5% | +3.9% | -5.3% | -1.8% |
| 30D | +12.7% | +12.7% | 0.0% | +11.4% |
| 3M | +26.3% | +28.7% | -2.4% | +23.0% |
| 6M | +4.5% | +9.8% | -5.3% | +3.0% |
| YTD | -0.1% | +28.1% | -28.2% | -3.2% |
| 1Y | -6.8% | +69.3% | -76.1% | -12.4% |
| 3Y | -5.0% | +247.7% | -252.7% | -17.9% |
| 5Y | -3.0% | +153.4% | -156.4% | -14.6% |
| 10Y | +323.6% | +291.3% | +32.3% | +253.9% |
| All | +4,100.0% | +225.5% | +3,874.5% | +3,241.3% |
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 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