+124.1%
NEM vs CEG
+717.3%
-593.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.7% |
| 7D | +0.3% | +8.0% | -7.7% | -1.2% |
| 30D | +23.1% | +12.9% | +10.1% | +20.4% |
| 3M | +18.5% | +13.2% | +5.3% | +15.9% |
| 6M | +7.8% | -7.0% | +14.8% | +8.4% |
| YTD | +29.1% | -15.0% | +44.1% | +31.1% |
| 1Y | +72.7% | -2.7% | +75.4% | +71.2% |
| 3Y | +248.7% | +184.1% | +64.7% | +179.3% |
| All | +124.1% | +717.3% | -593.2% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling