+131.0%
NEM vs CCI
-36.8%
+167.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.3% | -3.4% | +3.7% | +1.2% |
| 30D | +1.1% | +9.9% | -8.8% | -1.7% |
| 3M | +1.3% | +22.7% | -21.4% | -5.0% |
| 6M | -1.4% | +0.8% | -2.2% | -2.3% |
| YTD | +19.4% | +4.1% | +15.3% | +16.1% |
| 1Y | +32.9% | -0.6% | +33.6% | +31.4% |
| 3Y | +267.0% | +9.4% | +257.6% | +245.4% |
| 5Y | +131.0% | -36.8% | +167.8% | +163.2% |
| All | +131.0% | -36.8% | +167.8% | +163.2% |
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