+22.2%
NEM vs CEG
-19.9%
+42.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -5.7% |
| 7D | -5.9% | +17.8% | -23.7% | -10.5% |
| 30D | -2.6% | -4.5% | +2.0% | -1.3% |
| 3M | -4.2% | +1.5% | -5.7% | -5.6% |
| 6M | -5.5% | -3.5% | -2.0% | -6.1% |
| YTD | +13.5% | -19.7% | +33.2% | +15.1% |
| 1Y | +22.2% | -19.8% | +41.9% | +21.7% |
| All | +22.2% | -19.9% | +42.1% | +21.7% |
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