+120.9%
NEM vs CAI
-8.1%
+129.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +12.7% | +9.1% | +3.6% | +11.2% |
| 3M | +28.7% | +53.8% | -25.1% | +20.9% |
| 6M | +9.8% | +33.5% | -23.7% | +3.9% |
| YTD | +28.1% | -8.0% | +36.1% | +24.8% |
| 1Y | +69.3% | -28.7% | +98.0% | +65.6% |
| All | +120.9% | -8.1% | +129.0% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling