+359.3%
NEM vs CF
+5,948.3%
-5,589.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | +0.3% | +6.0% | -5.7% | -1.1% |
| 30D | +23.1% | +14.8% | +8.2% | +19.1% |
| 3M | +18.5% | +14.1% | +4.4% | +14.5% |
| 6M | +7.8% | +28.5% | -20.8% | -0.8% |
| YTD | +29.1% | +74.9% | -45.8% | +10.3% |
| 1Y | +72.7% | +61.7% | +11.0% | +49.9% |
| 3Y | +248.7% | +80.3% | +168.4% | +189.3% |
| 5Y | +148.7% | +226.0% | -77.3% | +69.9% |
| 10Y | +304.8% | +569.9% | -265.1% | +98.5% |
| All | +359.3% | +5,948.3% | -5,589.0% | +6.6% |
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 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