+593.4%
NEM vs CFG
+396.4%
+197.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | +1.5% | -1.2% | +0.2% |
| 30D | +23.1% | -3.8% | +26.9% | +23.3% |
| 3M | +18.5% | +11.5% | +7.0% | +17.8% |
| 6M | +7.8% | +19.2% | -11.4% | +6.8% |
| YTD | +29.1% | +23.7% | +5.4% | +27.8% |
| 1Y | +72.7% | +38.8% | +33.8% | +70.0% |
| 3Y | +248.7% | +178.9% | +69.8% | +233.1% |
| 5Y | +148.7% | +101.8% | +46.9% | +137.7% |
| 10Y | +304.8% | +317.3% | -12.5% | +292.7% |
| All | +593.4% | +396.4% | +197.1% | +596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling