+344.1%
NEM vs CCI
+67.9%
+276.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.1% |
| 7D | -6.4% | +2.5% | -8.9% | -7.1% |
| 30D | +1.4% | +14.4% | -13.0% | -2.5% |
| 3M | -0.7% | +21.7% | -22.4% | -6.4% |
| 6M | -4.5% | +4.0% | -8.5% | -6.5% |
| YTD | +14.0% | +6.2% | +7.8% | +10.3% |
| 1Y | +27.3% | +5.4% | +21.9% | +23.3% |
| 3Y | +250.5% | +11.7% | +238.8% | +230.3% |
| 5Y | +121.1% | -35.6% | +156.7% | +141.4% |
| All | +344.1% | +67.9% | +276.2% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling