+247.7%
NEM vs CG
+56.8%
+190.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | +3.9% | -1.3% | +5.1% | +4.2% |
| 30D | +12.7% | -3.2% | +15.9% | +13.3% |
| 3M | +28.7% | +6.2% | +22.4% | +26.5% |
| 6M | +9.8% | -4.7% | +14.4% | +10.2% |
| YTD | +28.1% | -20.6% | +48.7% | +33.1% |
| 1Y | +69.3% | -26.4% | +95.7% | +77.9% |
| 3Y | +247.7% | +55.4% | +192.3% | +168.5% |
| All | +247.7% | +56.8% | +190.9% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling