+28.5%
NEM vs CB
+27.7%
+0.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.1% |
| 7D | +0.3% | -1.0% | +1.3% | 0.0% |
| 30D | +1.1% | +7.3% | -6.2% | +4.6% |
| 3M | +1.3% | +7.0% | -5.7% | +4.4% |
| 6M | -1.4% | +16.3% | -17.7% | +7.4% |
| YTD | +19.4% | +19.7% | -0.3% | +31.6% |
| All | +28.5% | +27.7% | +0.8% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling