+342.1%
NEM vs CG
+274.5%
+67.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -4.3% |
| 7D | -5.9% | -1.5% | -4.4% | -5.7% |
| 30D | -2.6% | +5.7% | -8.2% | -3.3% |
| 3M | -4.2% | -17.9% | +13.7% | -1.8% |
| 6M | -5.5% | -20.2% | +14.7% | -2.9% |
| YTD | +13.5% | -32.0% | +45.5% | +18.6% |
| 1Y | +22.2% | -27.0% | +49.2% | +26.6% |
| 3Y | +249.0% | +42.8% | +206.2% | +231.6% |
| 5Y | +120.1% | -23.4% | +143.5% | +115.5% |
| All | +342.1% | +274.5% | +67.6% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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