+502.5%
NEM vs CB
+6,559.4%
-6,057.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +23.1% | -3.1% | +26.2% | +23.3% |
| 3M | +18.5% | +9.0% | +9.5% | +17.6% |
| 6M | +7.8% | +2.9% | +4.9% | +7.4% |
| YTD | +29.1% | +10.1% | +19.0% | +27.9% |
| 1Y | +72.7% | +22.8% | +49.9% | +69.6% |
| 3Y | +248.7% | +73.8% | +174.9% | +233.6% |
| 5Y | +148.7% | +99.2% | +49.5% | +134.8% |
| 10Y | +304.8% | +218.2% | +86.6% | +265.3% |
| All | +502.5% | +6,559.4% | -6,057.0% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling