+34.6%
NEM vs CF
+50.2%
-15.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.7% | -3.9% |
| 7D | +11.6% | +4.8% | +6.9% | +12.3% |
| 30D | +1.8% | +9.7% | -7.9% | +2.8% |
| 3M | +2.5% | +1.2% | +1.3% | +3.2% |
| 6M | +3.4% | +7.4% | -3.9% | +4.8% |
| YTD | +20.9% | +60.5% | -39.6% | +7.2% |
| All | +34.6% | +50.2% | -15.6% | +21.9% |
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