+300.2%
NEM vs CAG
-35.7%
+335.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.6% |
| 7D | -3.3% | -5.9% | +2.6% | -2.5% |
| 30D | +7.8% | -1.5% | +9.4% | +8.0% |
| 3M | +36.3% | +11.5% | +24.8% | +34.1% |
| 6M | +6.6% | -15.7% | +22.3% | +8.8% |
| YTD | +27.1% | -10.2% | +37.3% | +28.6% |
| 1Y | +62.3% | -18.1% | +80.4% | +66.0% |
| 3Y | +245.1% | -39.4% | +284.5% | +266.3% |
| 5Y | +154.0% | -42.6% | +196.6% | +171.6% |
| All | +300.2% | -35.7% | +335.9% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling