+407.3%
NEM vs CCL
+1,045.8%
-638.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.6% | -4.7% |
| 7D | -5.9% | -0.3% | -5.6% | -5.9% |
| 30D | -2.6% | +10.3% | -12.9% | -2.9% |
| 3M | -4.2% | +6.6% | -10.8% | -4.5% |
| 6M | -5.5% | +20.0% | -25.5% | -6.2% |
| YTD | +13.5% | -1.9% | +15.4% | +13.3% |
| 1Y | +22.2% | +10.4% | +11.7% | +21.4% |
| 3Y | +249.0% | +134.8% | +114.1% | +237.0% |
| 5Y | +120.1% | +34.0% | +86.1% | +112.7% |
| 10Y | +356.3% | -32.5% | +388.8% | +339.2% |
| All | +407.3% | +1,045.8% | -638.5% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling