+291.3%
NEM vs CB
+214.7%
+76.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.7% |
| 7D | +3.9% | -0.6% | +4.5% | +3.9% |
| 30D | +12.7% | -3.9% | +16.6% | +13.1% |
| 3M | +28.7% | +4.9% | +23.7% | +27.8% |
| 6M | +9.8% | +3.3% | +6.5% | +9.1% |
| YTD | +28.1% | +8.5% | +19.6% | +26.5% |
| 1Y | +69.3% | +22.1% | +47.3% | +64.7% |
| 3Y | +247.7% | +70.1% | +177.5% | +225.3% |
| 5Y | +153.4% | +97.4% | +56.0% | +131.7% |
| 10Y | +291.3% | +216.8% | +74.4% | +223.3% |
| All | +291.3% | +214.7% | +76.6% | +223.3% |
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