+27.3%
NEM vs CF
+50.1%
-22.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.5% |
| 7D | -6.4% | +4.8% | -11.2% | -5.9% |
| 30D | +1.4% | +4.7% | -3.3% | +2.1% |
| 3M | -0.7% | +7.4% | -8.1% | +0.6% |
| 6M | -4.5% | +0.6% | -5.1% | -3.8% |
| YTD | +14.0% | +64.1% | -50.1% | +2.7% |
| 1Y | +27.3% | +51.4% | -24.1% | +18.8% |
| All | +27.3% | +50.1% | -22.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling