+123.7%
NEM vs CAI
-11.0%
+134.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.8% |
| 7D | +3.1% | -3.1% | +6.2% | +3.6% |
| 30D | +10.0% | +2.7% | +7.3% | +9.5% |
| 3M | +30.9% | +41.7% | -10.8% | +24.4% |
| 6M | +10.5% | +26.5% | -15.9% | +5.5% |
| YTD | +29.7% | -10.9% | +40.7% | +27.0% |
| 1Y | +71.1% | -29.2% | +100.3% | +68.3% |
| All | +123.7% | -11.0% | +134.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling