+379.9%
NEM vs CF
+485.9%
-106.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +0.3% | +10.4% | -10.0% | -0.5% |
| 30D | +1.1% | +7.6% | -6.4% | +0.4% |
| 3M | +1.3% | +5.2% | -3.9% | +0.7% |
| 6M | -1.4% | -0.1% | -1.3% | -1.8% |
| YTD | +19.4% | +61.7% | -42.3% | +11.8% |
| 1Y | +32.9% | +50.3% | -17.4% | +25.4% |
| 3Y | +267.0% | +66.0% | +201.0% | +240.0% |
| 5Y | +131.0% | +114.5% | +16.5% | +108.2% |
| 10Y | +379.9% | +471.5% | -91.6% | +303.7% |
| All | +379.9% | +485.9% | -106.0% | +303.7% |
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