+250.5%
NEM vs CHD
+1.8%
+248.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | +3.1% | -4.2% | +7.2% | +3.0% |
| 30D | +10.0% | -7.6% | +17.6% | +9.8% |
| 3M | +30.9% | -1.6% | +32.5% | +30.9% |
| 6M | +10.5% | -6.3% | +16.8% | +10.4% |
| YTD | +29.7% | +14.6% | +15.1% | +31.1% |
| 1Y | +71.1% | +1.6% | +69.5% | +72.6% |
| All | +250.5% | +1.8% | +248.7% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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