+344.1%
NEM vs CI
+146.2%
+197.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | +1.2% | -7.6% | -6.5% |
| 30D | +1.4% | +2.6% | -1.1% | +1.2% |
| 3M | -0.7% | +7.4% | -8.1% | -1.3% |
| 6M | -4.5% | -0.1% | -4.4% | -4.6% |
| YTD | +14.0% | +9.7% | +4.3% | +12.9% |
| 1Y | +27.3% | +12.1% | +15.2% | +25.8% |
| 3Y | +250.5% | +7.0% | +243.5% | +244.4% |
| 5Y | +121.1% | +49.7% | +71.4% | +109.5% |
| All | +344.1% | +146.2% | +197.9% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling