+268.8%
NEM vs CARR
+425.9%
-157.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.6% |
| 7D | +3.1% | +0.6% | +2.4% | +3.0% |
| 30D | +10.0% | -8.7% | +18.6% | +11.4% |
| 3M | +30.9% | -18.4% | +49.3% | +34.5% |
| 6M | +10.5% | -0.6% | +11.1% | +10.6% |
| YTD | +29.7% | +10.9% | +18.8% | +28.3% |
| 1Y | +71.1% | -7.3% | +78.4% | +72.4% |
| 3Y | +252.1% | +2.9% | +249.2% | +250.5% |
| 5Y | +157.7% | +9.6% | +148.1% | +151.2% |
| All | +268.8% | +425.9% | -157.1% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling