+342.6%
NEM vs CB
+246.9%
+95.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.7% | -4.3% |
| 7D | +11.6% | +0.7% | +10.9% | +11.6% |
| 30D | +1.8% | +8.2% | -6.4% | +1.2% |
| 3M | +2.5% | +6.3% | -3.8% | +2.0% |
| 6M | +3.4% | +16.2% | -12.8% | +1.9% |
| YTD | +20.9% | +19.3% | +1.6% | +18.5% |
| 1Y | +37.2% | +29.2% | +8.0% | +33.3% |
| 3Y | +271.6% | +71.4% | +200.2% | +249.9% |
| 5Y | +136.6% | +104.2% | +32.4% | +117.6% |
| 10Y | +342.6% | +246.7% | +96.0% | +308.9% |
| All | +342.6% | +246.9% | +95.7% | +308.9% |
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