+287.9%
NEM vs CG
+351.2%
-63.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | -4.3% | +4.6% | +0.9% |
| 30D | +23.1% | -5.1% | +28.2% | +23.8% |
| 3M | +18.5% | +8.7% | +9.8% | +17.1% |
| 6M | +7.8% | -9.2% | +17.0% | +8.7% |
| YTD | +29.1% | -18.9% | +48.0% | +31.7% |
| 1Y | +72.7% | -25.6% | +98.3% | +77.7% |
| 3Y | +248.7% | +57.3% | +191.5% | +226.9% |
| 5Y | +148.7% | +10.2% | +138.5% | +135.8% |
| 10Y | +304.8% | +364.2% | -59.4% | +231.3% |
| All | +287.9% | +351.2% | -63.3% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling