+246.1%
NEM vs CCI
-9.9%
+255.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +12.7% | +0.5% | +12.2% | +12.5% |
| 3M | +28.7% | -16.3% | +44.9% | +34.6% |
| 6M | +9.8% | -13.9% | +23.7% | +13.6% |
| YTD | +28.1% | -12.4% | +40.5% | +31.0% |
| 1Y | +69.3% | -15.2% | +84.5% | +74.9% |
| All | +246.1% | -9.9% | +255.9% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling