+153.4%
NEM vs CFG
+100.9%
+52.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +3.9% | +2.7% | +1.2% | +3.6% |
| 30D | +12.7% | -3.7% | +16.4% | +13.1% |
| 3M | +28.7% | +9.5% | +19.2% | +27.3% |
| 6M | +9.8% | +22.2% | -12.5% | +7.3% |
| YTD | +28.1% | +22.3% | +5.8% | +25.2% |
| 1Y | +69.3% | +39.4% | +29.9% | +63.4% |
| 3Y | +247.7% | +188.5% | +59.2% | +210.4% |
| 5Y | +153.4% | +101.5% | +51.8% | +119.1% |
| All | +153.4% | +100.9% | +52.4% | +119.1% |
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 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