+220.3%
NEM vs CBOE
+1,025.9%
-805.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +3.9% | -4.6% | +8.5% | +4.3% |
| 30D | +12.7% | +2.6% | +10.1% | +12.4% |
| 3M | +28.7% | +4.9% | +23.7% | +27.5% |
| 6M | +9.8% | -2.2% | +11.9% | +9.3% |
| YTD | +28.1% | +17.7% | +10.4% | +24.6% |
| 1Y | +69.3% | +26.1% | +43.3% | +63.2% |
| 3Y | +247.7% | +97.1% | +150.6% | +216.0% |
| 5Y | +153.4% | +149.2% | +4.2% | +122.4% |
| 10Y | +291.3% | +385.1% | -93.8% | +216.6% |
| All | +220.3% | +1,025.9% | -805.6% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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