+476.9%
NEM vs CHD
+10,220.8%
-9,743.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | -2.7% | +3.0% | +0.6% |
| 30D | +23.1% | -4.6% | +27.7% | +23.8% |
| 3M | +18.5% | +5.0% | +13.5% | +17.6% |
| 6M | +7.8% | -3.2% | +11.0% | +8.0% |
| YTD | +29.1% | +18.6% | +10.5% | +26.1% |
| 1Y | +72.7% | +4.8% | +67.8% | +71.0% |
| 3Y | +248.7% | +6.1% | +242.6% | +243.0% |
| 5Y | +148.7% | +24.0% | +124.7% | +138.9% |
| 10Y | +304.8% | +124.5% | +180.3% | +263.5% |
| All | +476.9% | +10,220.8% | -9,743.9% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling