+154.0%
NEM vs CAH
+392.8%
-238.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -3.3% | -5.1% | +1.8% | -2.7% |
| 30D | +7.8% | -1.8% | +9.6% | +8.1% |
| 3M | +36.3% | +9.4% | +26.9% | +34.7% |
| 6M | +6.6% | +9.2% | -2.7% | +5.5% |
| YTD | +27.1% | +15.7% | +11.5% | +24.6% |
| 1Y | +62.3% | +59.7% | +2.6% | +49.9% |
| 3Y | +245.1% | +178.5% | +66.6% | +183.9% |
| 5Y | +154.0% | +398.3% | -244.3% | +79.3% |
| All | +154.0% | +392.8% | -238.9% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling