+22.2%
NEM vs CF
+53.7%
-31.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -4.8% |
| 7D | -5.9% | +5.4% | -11.3% | -5.3% |
| 30D | -2.6% | +6.5% | -9.1% | -1.7% |
| 3M | -4.2% | +4.6% | -8.8% | -3.2% |
| 6M | -5.5% | -3.3% | -2.2% | -5.1% |
| YTD | +13.5% | +63.9% | -50.3% | +1.6% |
| 1Y | +22.2% | +50.4% | -28.3% | +13.8% |
| All | +22.2% | +53.7% | -31.5% | +13.8% |
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