+1,064.1%
NEM vs CCI
+905.5%
+158.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +23.1% | +2.7% | +20.4% | +22.8% |
| 3M | +18.5% | -18.2% | +36.7% | +20.0% |
| 6M | +7.8% | -14.8% | +22.6% | +8.7% |
| YTD | +29.1% | -12.6% | +41.7% | +30.0% |
| 1Y | +72.7% | -16.7% | +89.4% | +74.4% |
| 3Y | +248.7% | -10.5% | +259.2% | +250.1% |
| 5Y | +148.7% | -51.4% | +200.1% | +158.1% |
| 10Y | +304.8% | +20.0% | +284.7% | +302.3% |
| All | +1,064.1% | +905.5% | +158.6% | +1,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling