+153.1%
NEM vs CFG
+68.3%
+84.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.2% |
| 7D | +14.7% | +0.3% | +14.5% | +14.7% |
| 30D | +6.2% | +3.2% | +3.0% | +5.8% |
| 3M | +11.0% | -9.7% | +20.7% | +12.2% |
| 6M | +7.9% | +3.6% | +4.3% | +7.3% |
| YTD | +26.2% | +14.7% | +11.5% | +24.0% |
| 1Y | +51.5% | +29.6% | +21.9% | +47.2% |
| 3Y | +290.6% | +190.6% | +100.0% | +247.4% |
| 5Y | +153.1% | +67.1% | +86.0% | +115.2% |
| All | +153.1% | +68.3% | +84.7% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling