+62.3%
NEM vs CG
-30.6%
+92.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -3.3% | -9.8% | +6.5% | -0.5% |
| 30D | +7.8% | -10.3% | +18.1% | +10.8% |
| 3M | +36.3% | -1.7% | +37.9% | +35.7% |
| 6M | +6.6% | -9.8% | +16.4% | +8.4% |
| YTD | +27.1% | -25.6% | +52.7% | +35.6% |
| 1Y | +62.3% | -32.5% | +94.9% | +68.4% |
| All | +62.3% | -30.6% | +92.9% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling