+319.4%
NEM vs CFG
+308.1%
+11.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | +3.1% | -0.6% | +3.6% | +3.1% |
| 30D | +10.0% | -4.5% | +14.5% | +10.3% |
| 3M | +30.9% | +6.3% | +24.6% | +30.3% |
| 6M | +10.5% | +20.6% | -10.1% | +9.2% |
| YTD | +29.7% | +21.2% | +8.5% | +28.1% |
| 1Y | +71.1% | +38.2% | +32.9% | +67.6% |
| 3Y | +252.1% | +185.9% | +66.2% | +230.0% |
| 5Y | +157.7% | +97.0% | +60.7% | +142.8% |
| 10Y | +319.4% | +306.8% | +12.5% | +294.3% |
| All | +319.4% | +308.1% | +11.2% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling