+157.7%
NEM vs CCI
-51.2%
+208.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | +10.0% | +2.1% | +7.9% | +9.3% |
| 3M | +30.9% | -17.8% | +48.7% | +38.4% |
| 6M | +10.5% | -14.2% | +24.7% | +14.8% |
| YTD | +29.7% | -13.3% | +43.1% | +33.6% |
| 1Y | +71.1% | -16.6% | +87.7% | +78.4% |
| 3Y | +252.1% | -10.8% | +262.9% | +253.2% |
| 5Y | +157.7% | -50.3% | +208.0% | +207.6% |
| All | +157.7% | -51.2% | +208.9% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling