+72.7%
NEM vs CEG
-3.0%
+75.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.4% |
| 7D | +0.3% | +8.0% | -7.7% | -2.4% |
| 30D | +23.1% | +12.9% | +10.1% | +18.1% |
| 3M | +18.5% | +13.2% | +5.3% | +13.5% |
| 6M | +7.8% | -7.0% | +14.8% | +7.7% |
| YTD | +29.1% | -15.0% | +44.1% | +29.3% |
| 1Y | +72.7% | -2.7% | +75.4% | +64.6% |
| All | +72.7% | -3.0% | +75.7% | +64.6% |
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