+157.7%
NEM vs CCL
+1.3%
+156.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.5% |
| 7D | +3.1% | -4.4% | +7.4% | +3.5% |
| 30D | +10.0% | -18.2% | +28.2% | +12.0% |
| 3M | +30.9% | -17.7% | +48.6% | +33.2% |
| 6M | +10.5% | -13.0% | +23.5% | +11.8% |
| YTD | +29.7% | -24.5% | +54.2% | +32.4% |
| 1Y | +71.1% | -26.9% | +98.1% | +74.7% |
| 3Y | +252.1% | +50.8% | +201.3% | +237.7% |
| 5Y | +157.7% | -0.9% | +158.6% | +130.8% |
| All | +157.7% | +1.3% | +156.4% | +130.8% |
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 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