+302.3%
NEM vs CAH
+294.8%
+7.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | -5.1% | +4.1% | -0.6% |
| 30D | +7.8% | +0.2% | +7.7% | +7.8% |
| 3M | +30.2% | +6.3% | +23.9% | +29.5% |
| 6M | +9.6% | +9.4% | +0.2% | +8.7% |
| YTD | +27.8% | +15.0% | +12.9% | +26.0% |
| 1Y | +60.7% | +55.4% | +5.3% | +53.5% |
| 3Y | +245.3% | +173.8% | +71.5% | +211.8% |
| 5Y | +155.3% | +395.2% | -239.9% | +118.8% |
| All | +302.3% | +294.8% | +7.5% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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