+154.6%
NEM vs CB
+99.7%
+54.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +23.1% | -3.1% | +26.2% | +23.1% |
| 3M | +18.5% | +9.0% | +9.5% | +17.8% |
| 6M | +7.8% | +2.9% | +4.9% | +7.6% |
| YTD | +29.1% | +10.1% | +19.0% | +27.9% |
| 1Y | +72.7% | +22.8% | +49.9% | +68.9% |
| 3Y | +248.7% | +73.8% | +174.9% | +234.7% |
| All | +154.6% | +99.7% | +54.9% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling