+409.6%
NEM vs CCL
+1,041.5%
-631.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.4% | -1.2% | -5.2% | -6.4% |
| 30D | +1.4% | +13.1% | -11.7% | +0.9% |
| 3M | -0.7% | +3.4% | -4.1% | -0.9% |
| 6M | -4.5% | +18.7% | -23.2% | -5.2% |
| YTD | +14.0% | -2.3% | +16.3% | +13.9% |
| 1Y | +27.3% | +14.2% | +13.1% | +26.4% |
| 3Y | +250.5% | +133.6% | +116.9% | +238.6% |
| 5Y | +121.1% | +33.5% | +87.6% | +113.7% |
| 10Y | +358.3% | -32.8% | +391.1% | +341.2% |
| All | +409.6% | +1,041.5% | -631.9% | +481.1% |
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