+247.7%
NEM vs CEG
+181.7%
+66.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.9% | +6.7% | -2.8% | +2.5% |
| 30D | +12.7% | +11.0% | +1.7% | +10.5% |
| 3M | +28.7% | +19.5% | +9.2% | +24.5% |
| 6M | +9.8% | -5.9% | +15.6% | +10.2% |
| YTD | +28.1% | -15.0% | +43.1% | +29.8% |
| 1Y | +69.3% | +0.6% | +68.7% | +67.1% |
| 3Y | +247.7% | +180.6% | +67.0% | +176.7% |
| All | +247.7% | +181.7% | +66.0% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling