+153.4%
NEM vs CI
+40.1%
+113.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +3.9% | -2.0% | +5.9% | +4.0% |
| 30D | +12.7% | -1.8% | +14.5% | +12.9% |
| 3M | +28.7% | -4.2% | +32.9% | +28.9% |
| 6M | +9.8% | +2.7% | +7.1% | +9.2% |
| YTD | +28.1% | +1.9% | +26.2% | +27.7% |
| 1Y | +69.3% | -6.3% | +75.6% | +69.4% |
| 3Y | +247.7% | +3.9% | +243.8% | +241.0% |
| 5Y | +153.4% | +41.9% | +111.5% | +135.8% |
| All | +153.4% | +40.1% | +113.2% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling