+329.3%
NEM vs CF
+5,277.9%
-4,948.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.8% | 0.0% |
| 7D | +7.1% | +0.4% | +6.7% | +6.7% |
| 30D | +2.9% | +2.2% | +0.7% | +2.0% |
| 3M | +15.0% | +2.1% | +12.9% | +13.8% |
| 6M | +10.3% | -6.5% | +16.8% | +10.5% |
| YTD | +20.7% | +55.6% | -34.9% | +5.4% |
| 1Y | +48.0% | +42.3% | +5.7% | +31.9% |
| 3Y | +225.0% | +55.7% | +169.3% | +178.3% |
| 5Y | +143.7% | +122.4% | +21.3% | +82.9% |
| 10Y | +305.3% | +568.5% | -263.3% | +96.9% |
| All | +329.3% | +5,277.9% | -4,948.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling