+468.7%
NEM vs CB
+7,037.7%
-6,569.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +13.4% | +0.2% | +13.2% | +13.4% |
| 30D | +6.5% | +9.1% | -2.6% | +5.9% |
| 3M | +14.9% | +3.4% | +11.5% | +14.6% |
| 6M | +5.5% | +14.1% | -8.6% | +4.4% |
| YTD | +21.9% | +18.0% | +3.9% | +20.2% |
| 1Y | +47.9% | +30.1% | +17.7% | +44.7% |
| 3Y | +238.2% | +71.8% | +166.4% | +223.9% |
| 5Y | +146.2% | +101.8% | +44.3% | +132.3% |
| 10Y | +309.3% | +252.1% | +57.2% | +266.8% |
| All | +468.7% | +7,037.7% | -6,569.0% | +411.3% |
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 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