+157.7%
NEM vs CHD
+19.3%
+138.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +3.1% | -4.2% | +7.2% | +3.6% |
| 30D | +10.0% | -7.6% | +17.6% | +11.0% |
| 3M | +30.9% | -1.6% | +32.5% | +31.0% |
| 6M | +10.5% | -6.3% | +16.8% | +11.3% |
| YTD | +29.7% | +14.6% | +15.1% | +27.4% |
| 1Y | +71.1% | +1.6% | +69.5% | +70.9% |
| 3Y | +252.1% | +3.1% | +249.0% | +247.4% |
| 5Y | +157.7% | +21.1% | +136.6% | +146.6% |
| All | +157.7% | +19.3% | +138.4% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling