+121.9%
NEM vs CEG
+678.4%
-556.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -1.0% | -4.8% | +3.8% | -0.1% |
| 30D | +7.8% | +2.3% | +5.5% | +7.3% |
| 3M | +30.2% | +15.6% | +14.6% | +26.9% |
| 6M | +9.6% | -5.0% | +14.6% | +10.1% |
| YTD | +27.8% | -19.0% | +46.9% | +30.9% |
| 1Y | +60.7% | -10.0% | +70.7% | +61.5% |
| 3Y | +245.3% | +163.9% | +81.4% | +180.1% |
| All | +121.9% | +678.4% | -556.6% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling