+65.6%
NEM vs CEG
-4.2%
+69.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +3.1% | +1.3% | +1.7% | +2.5% |
| 30D | +10.0% | +8.8% | +1.1% | +6.8% |
| 3M | +30.9% | +17.0% | +13.9% | +24.2% |
| 6M | +10.5% | -8.7% | +19.3% | +11.1% |
| YTD | +29.7% | -16.4% | +46.2% | +30.3% |
| All | +65.6% | -4.2% | +69.8% | +59.2% |
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