+433.6%
NEM vs CI
+8,152.1%
-7,718.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | +1.1% | +6.4% | -5.3% | +0.6% |
| 3M | +1.3% | +10.7% | -9.4% | +0.4% |
| 6M | -1.4% | +5.5% | -6.9% | -2.0% |
| YTD | +19.4% | +11.4% | +8.0% | +18.1% |
| 1Y | +32.9% | +15.0% | +17.9% | +31.1% |
| 3Y | +267.0% | +9.0% | +258.0% | +260.4% |
| 5Y | +131.0% | +52.0% | +79.0% | +120.0% |
| 10Y | +379.9% | +150.9% | +229.0% | +330.7% |
| All | +433.6% | +8,152.1% | -7,718.6% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling