+72.7%
NEM vs CFG
+40.4%
+32.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | +23.1% | -3.8% | +26.9% | +23.7% |
| 3M | +18.5% | +11.5% | +7.0% | +15.3% |
| 6M | +7.8% | +19.2% | -11.4% | +2.8% |
| YTD | +29.1% | +23.7% | +5.4% | +24.0% |
| 1Y | +72.7% | +38.8% | +33.8% | +69.1% |
| All | +72.7% | +40.4% | +32.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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