+131.0%
NEM vs CCL
+34.2%
+96.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | +1.1% | +16.5% | -15.3% | -0.4% |
| 3M | +1.3% | +11.2% | -9.9% | 0.0% |
| 6M | -1.4% | +22.6% | -24.0% | -3.5% |
| YTD | +19.4% | +2.6% | +16.8% | +18.2% |
| 1Y | +32.9% | +17.0% | +16.0% | +30.3% |
| 3Y | +267.0% | +145.5% | +121.5% | +238.1% |
| 5Y | +131.0% | +36.1% | +94.9% | +102.2% |
| All | +131.0% | +34.2% | +96.8% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling