+125.2%
NEM vs CEG
+703.5%
-578.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +3.1% | +1.3% | +1.7% | +2.7% |
| 30D | +10.0% | +8.8% | +1.1% | +8.3% |
| 3M | +30.9% | +17.0% | +13.9% | +27.3% |
| 6M | +10.5% | -8.7% | +19.3% | +11.6% |
| YTD | +29.7% | -16.4% | +46.2% | +32.1% |
| 1Y | +71.1% | -1.8% | +72.9% | +69.6% |
| 3Y | +252.1% | +175.8% | +76.3% | +183.4% |
| All | +125.2% | +703.5% | -578.3% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling