+476.9%
NEM vs CCL
+813.5%
-336.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -5.0% | +5.3% | +0.5% |
| 30D | +23.1% | -20.3% | +43.4% | +24.2% |
| 3M | +18.5% | -15.1% | +33.6% | +19.2% |
| 6M | +7.8% | -15.1% | +22.9% | +8.4% |
| YTD | +29.1% | -21.8% | +50.9% | +30.1% |
| 1Y | +72.7% | -24.8% | +97.5% | +74.1% |
| 3Y | +248.7% | +51.9% | +196.9% | +241.8% |
| 5Y | +148.7% | +4.0% | +144.6% | +142.6% |
| 10Y | +304.8% | -42.2% | +347.0% | +292.2% |
| All | +476.9% | +813.5% | -336.5% | +564.0% |
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