+72.7%
NEM vs CCL
-23.9%
+96.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -5.0% | +5.3% | +1.7% |
| 30D | +23.1% | -20.3% | +43.4% | +30.4% |
| 3M | +18.5% | -15.1% | +33.6% | +23.2% |
| 6M | +7.8% | -15.1% | +22.9% | +11.0% |
| YTD | +29.1% | -21.8% | +50.9% | +34.8% |
| 1Y | +72.7% | -24.8% | +97.5% | +76.7% |
| All | +72.7% | -23.9% | +96.6% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling