+51.1%
NEM vs CEG
-33.0%
+84.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.7% | +16.6% | +11.9% |
| 7D | +3.7% | -4.8% | +8.5% | +4.8% |
| 30D | +2.0% | -8.2% | +10.2% | +3.7% |
| 3M | +21.1% | -7.9% | +29.0% | +22.7% |
| 6M | +9.5% | -23.2% | +32.7% | +16.6% |
| YTD | +19.1% | -30.1% | +49.2% | +26.2% |
| 1Y | +51.1% | -31.9% | +83.0% | +60.7% |
| All | +51.1% | -33.0% | +84.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling