+344.1%
NEM vs CB
+250.2%
+93.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | -6.4% | +2.9% | -9.4% | -6.7% |
| 30D | +1.4% | +7.3% | -5.9% | +0.8% |
| 3M | -0.7% | +9.4% | -10.1% | -1.5% |
| 6M | -4.5% | +19.6% | -24.1% | -6.2% |
| YTD | +14.0% | +21.5% | -7.4% | +11.6% |
| 1Y | +27.3% | +28.0% | -0.7% | +23.8% |
| 3Y | +250.5% | +74.9% | +175.6% | +229.4% |
| 5Y | +121.1% | +108.1% | +12.9% | +102.8% |
| All | +344.1% | +250.2% | +93.9% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling