+271.6%
NEM vs CG
+53.5%
+218.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.8% |
| 7D | +11.6% | +2.0% | +9.7% | +11.1% |
| 30D | +1.8% | +8.5% | -6.7% | -0.1% |
| 3M | +2.5% | -12.1% | +14.7% | +5.1% |
| 6M | +3.4% | -16.4% | +19.9% | +6.8% |
| YTD | +20.9% | -28.0% | +48.9% | +28.0% |
| 1Y | +37.2% | -18.9% | +56.1% | +41.9% |
| All | +271.6% | +53.5% | +218.1% | +143.4% |
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 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