+928.2%
NEM vs CCI
+1,121.9%
-193.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.4% |
| 7D | -6.4% | +2.5% | -8.9% | -6.6% |
| 30D | +1.4% | +14.4% | -13.0% | +0.4% |
| 3M | -0.7% | +21.7% | -22.4% | -2.1% |
| 6M | -4.5% | +4.0% | -8.5% | -5.0% |
| YTD | +14.0% | +6.2% | +7.8% | +13.2% |
| 1Y | +27.3% | +5.4% | +21.9% | +26.4% |
| 3Y | +250.5% | +11.7% | +238.8% | +246.4% |
| 5Y | +121.1% | -35.6% | +156.7% | +125.2% |
| 10Y | +358.3% | +68.7% | +289.6% | +346.4% |
| All | +928.2% | +1,121.9% | -193.7% | +961.2% |
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 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