+97.9%
NEM vs CEG
+666.0%
-568.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -6.4% | +12.1% | -18.5% | -8.3% |
| 30D | +1.4% | +0.2% | +1.2% | +1.1% |
| 3M | -0.7% | +0.7% | -1.4% | -1.4% |
| 6M | -4.5% | +2.2% | -6.7% | -5.4% |
| YTD | +14.0% | -20.3% | +34.4% | +16.5% |
| 1Y | +27.3% | -16.1% | +43.4% | +28.9% |
| 3Y | +250.5% | +134.7% | +115.8% | +188.8% |
| All | +97.9% | +666.0% | -568.1% | +54.9% |
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