+71.1%
NEM vs CAPR
+35.4%
+35.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.3% |
| 7D | +3.1% | -12.6% | +15.7% | +3.0% |
| 30D | +10.0% | +124.4% | -114.4% | +10.1% |
| 3M | +30.9% | -66.8% | +97.7% | +30.8% |
| 6M | +10.5% | -71.8% | +82.3% | +10.5% |
| YTD | +29.7% | -70.1% | +99.8% | +29.7% |
| 1Y | +71.1% | +33.3% | +37.8% | +69.3% |
| All | +71.1% | +35.4% | +35.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling