+344.1%
NEM vs CF
+479.1%
-134.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.4% | +4.8% | -11.2% | -6.8% |
| 30D | +1.4% | +4.7% | -3.3% | +0.9% |
| 3M | -0.7% | +7.4% | -8.1% | -1.5% |
| 6M | -4.5% | +0.6% | -5.1% | -4.9% |
| YTD | +14.0% | +64.1% | -50.1% | +6.7% |
| 1Y | +27.3% | +51.4% | -24.1% | +20.1% |
| 3Y | +250.5% | +67.8% | +182.7% | +224.5% |
| 5Y | +121.1% | +114.1% | +6.9% | +99.3% |
| All | +344.1% | +479.1% | -134.9% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling