-4.5%
NEM vs CHD
+22.6%
-27.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.5% |
| 7D | -6.4% | +3.6% | -10.1% | -6.3% |
| 30D | +1.4% | +10.4% | -9.0% | +3.1% |
| 3M | -0.7% | +12.2% | -12.9% | +1.1% |
| 6M | -4.5% | +19.9% | -24.4% | +0.5% |
| All | -4.5% | +22.6% | -27.1% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling