+109.9%
NEM vs CEG
+632.0%
-522.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.1% | -3.6% |
| 7D | +11.6% | +1.7% | +10.0% | +11.1% |
| 30D | +1.8% | -10.2% | +12.0% | +3.5% |
| 3M | +2.5% | -0.8% | +3.4% | +2.1% |
| 6M | +3.4% | -11.5% | +15.0% | +4.8% |
| YTD | +20.9% | -23.9% | +44.8% | +24.6% |
| 1Y | +37.2% | -25.4% | +62.6% | +41.6% |
| 3Y | +271.6% | +124.2% | +147.5% | +208.8% |
| All | +109.9% | +632.0% | -522.1% | +65.6% |
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