+120.2%
NEM vs CHD
+33.2%
+87.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -6.4% | +3.6% | -10.1% | -6.9% |
| 30D | +1.4% | +10.4% | -9.0% | +0.2% |
| 3M | -0.7% | +12.2% | -12.9% | -2.1% |
| 6M | -4.5% | +19.9% | -24.4% | -6.8% |
| YTD | +14.0% | +36.4% | -22.4% | +9.5% |
| 1Y | +27.3% | +35.1% | -7.8% | +22.4% |
| 3Y | +250.5% | +29.2% | +221.3% | +233.8% |
| All | +120.2% | +33.2% | +87.0% | +99.6% |
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