+302.3%
NEM vs CCI
+23.6%
+278.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +7.8% | +2.2% | +5.6% | +7.1% |
| 3M | +30.2% | -16.9% | +47.1% | +36.8% |
| 6M | +9.6% | -11.5% | +21.1% | +12.5% |
| YTD | +27.8% | -12.8% | +40.7% | +31.3% |
| 1Y | +60.7% | -17.1% | +77.8% | +67.5% |
| 3Y | +245.3% | -9.6% | +254.9% | +246.4% |
| 5Y | +155.3% | -48.9% | +204.3% | +199.8% |
| All | +302.3% | +23.6% | +278.7% | +258.1% |
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