+247.7%
NEM vs CCL
+55.0%
+192.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +12.7% | -20.0% | +32.7% | +16.8% |
| 3M | +28.7% | -13.7% | +42.3% | +31.5% |
| 6M | +9.8% | -9.0% | +18.8% | +11.2% |
| YTD | +28.1% | -22.8% | +50.9% | +32.0% |
| 1Y | +69.3% | -25.3% | +94.7% | +74.6% |
| 3Y | +247.7% | +54.1% | +193.6% | +199.8% |
| All | +247.7% | +55.0% | +192.7% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling