+238.2%
NEM vs CF
+57.7%
+180.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +13.4% | -3.2% | +16.6% | +13.6% |
| 30D | +6.5% | +4.3% | +2.2% | +6.2% |
| 3M | +14.9% | +2.8% | +12.1% | +14.7% |
| 6M | +5.5% | +0.6% | +4.9% | +5.2% |
| YTD | +21.9% | +56.6% | -34.8% | +9.5% |
| 1Y | +47.9% | +49.6% | -1.7% | +34.0% |
| 3Y | +238.2% | +61.5% | +176.7% | +186.5% |
| All | +238.2% | +57.7% | +180.5% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling