+472.4%
NEM vs CAH
+14,665.6%
-14,193.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +3.9% | +0.5% | +3.4% | +3.8% |
| 30D | +12.7% | +1.7% | +11.0% | +12.5% |
| 3M | +28.7% | +17.9% | +10.8% | +26.7% |
| 6M | +9.8% | +10.9% | -1.2% | +8.6% |
| YTD | +28.1% | +17.9% | +10.2% | +25.9% |
| 1Y | +69.3% | +61.7% | +7.7% | +61.5% |
| 3Y | +247.7% | +183.7% | +63.9% | +214.4% |
| 5Y | +153.4% | +401.3% | -248.0% | +117.4% |
| 10Y | +291.3% | +293.7% | -2.4% | +235.4% |
| All | +472.4% | +14,665.6% | -14,193.2% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling