+154.6%
NEM vs CF
+227.0%
-72.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | +0.3% | +6.0% | -5.7% | -0.2% |
| 30D | +23.1% | +14.8% | +8.2% | +21.6% |
| 3M | +18.5% | +14.1% | +4.4% | +17.0% |
| 6M | +7.8% | +28.5% | -20.8% | +3.4% |
| YTD | +29.1% | +74.9% | -45.8% | +18.5% |
| 1Y | +72.7% | +61.7% | +11.0% | +59.9% |
| 3Y | +248.7% | +80.3% | +168.4% | +214.9% |
| All | +154.6% | +227.0% | -72.4% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling