+51.1%
NEM vs CAG
-6.8%
+57.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.0% | +3.9% | +9.5% |
| 7D | +3.7% | +9.7% | -6.0% | +3.3% |
| 30D | +2.0% | +15.8% | -13.8% | +1.4% |
| 3M | +21.1% | +1.8% | +19.3% | +20.8% |
| 6M | +9.5% | +11.5% | -2.0% | +10.0% |
| YTD | +19.1% | -6.7% | +25.8% | +25.6% |
| 1Y | +51.1% | -5.6% | +56.7% | +59.8% |
| All | +51.1% | -6.8% | +57.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling