+155.1%
NEM vs CARR
+8.3%
+146.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -1.0% | -3.8% | +2.8% | -0.1% |
| 30D | +7.8% | -8.9% | +16.7% | +10.2% |
| 3M | +30.2% | -17.3% | +47.5% | +35.8% |
| 6M | +9.6% | -1.4% | +11.0% | +9.6% |
| YTD | +27.8% | +10.0% | +17.8% | +25.0% |
| 1Y | +60.7% | -6.4% | +67.1% | +62.2% |
| 3Y | +245.3% | +1.5% | +243.7% | +239.6% |
| All | +155.1% | +8.3% | +146.8% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 5y: compounded portfolio wealth divided by compounded CARR 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…
5y analysis · Full analysis span regression · 6 months rolling