+308.6%
NEM vs CAPR
-99.1%
+407.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | +23.1% | +139.2% | -116.1% | +22.2% |
| 3M | +18.5% | -66.4% | +84.9% | +18.8% |
| 6M | +7.8% | -63.1% | +70.9% | +8.0% |
| YTD | +29.1% | -67.4% | +96.5% | +29.4% |
| 1Y | +72.7% | +58.2% | +14.4% | +68.9% |
| 3Y | +248.7% | +42.2% | +206.5% | +237.1% |
| 5Y | +148.7% | +87.3% | +61.4% | +138.6% |
| 10Y | +304.8% | -75.3% | +380.0% | +279.8% |
| All | +308.6% | -99.1% | +407.7% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling