+342.6%
NEM vs CFG
+230.2%
+112.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.1% |
| 7D | +11.6% | +0.7% | +10.9% | +11.6% |
| 30D | +1.8% | +2.8% | -1.0% | +1.6% |
| 3M | +2.5% | -10.1% | +12.6% | +3.2% |
| 6M | +3.4% | +3.2% | +0.2% | +3.1% |
| YTD | +20.9% | +14.2% | +6.7% | +19.8% |
| 1Y | +37.2% | +27.4% | +9.8% | +35.1% |
| 3Y | +271.6% | +187.6% | +84.0% | +248.2% |
| 5Y | +136.6% | +65.7% | +71.0% | +124.5% |
| 10Y | +342.6% | +219.7% | +122.9% | +387.7% |
| All | +342.6% | +230.2% | +112.5% | +387.7% |
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