+51.1%
NEM vs CCI
+7.6%
+43.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.5% | +3.4% | +9.1% |
| 7D | +3.7% | +5.0% | -1.4% | +3.0% |
| 30D | +2.0% | +36.4% | -34.4% | -1.6% |
| 3M | +21.1% | +20.4% | +0.7% | +18.4% |
| 6M | +9.5% | +4.9% | +4.6% | +9.3% |
| YTD | +19.1% | +7.8% | +11.3% | +15.9% |
| 1Y | +51.1% | +7.3% | +43.8% | +47.8% |
| All | +51.1% | +7.6% | +43.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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