+479.7%
NEM vs CDE
-89.6%
+569.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.7% |
| 7D | +3.1% | -2.0% | +5.0% | +3.8% |
| 30D | +10.0% | +15.7% | -5.7% | +4.6% |
| 3M | +30.9% | +30.5% | +0.4% | +19.0% |
| 6M | +10.5% | -7.4% | +17.9% | +12.3% |
| YTD | +29.7% | +17.9% | +11.8% | +20.8% |
| 1Y | +71.1% | +46.7% | +24.4% | +46.5% |
| 3Y | +252.1% | +851.3% | -599.2% | +44.4% |
| 5Y | +157.7% | +202.9% | -45.2% | +39.4% |
| 10Y | +319.4% | +58.2% | +261.2% | +110.0% |
| All | +479.7% | -89.6% | +569.3% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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