+299.3%
NEM vs CAPR
-99.0%
+398.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +3.4% |
| 7D | +14.7% | +36.0% | -21.3% | +14.5% |
| 30D | +6.2% | +25.8% | -19.6% | +6.0% |
| 3M | +11.0% | +140.8% | -129.8% | +10.2% |
| 6M | +7.9% | -67.6% | +75.5% | +8.1% |
| YTD | +26.2% | -65.9% | +92.0% | +26.3% |
| 1Y | +51.5% | +66.1% | -14.6% | +48.1% |
| 3Y | +290.6% | +256.9% | +33.7% | +274.7% |
| 5Y | +153.1% | +172.1% | -19.0% | +142.0% |
| 10Y | +332.4% | -64.7% | +397.1% | +304.3% |
| All | +299.3% | -99.0% | +398.3% | +262.1% |
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