+300.2%
NEM vs CIEN
+1,461.9%
-1,161.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.3% | +5.4% | -8.7% | -4.1% |
| 30D | +7.8% | -13.7% | +21.5% | +9.7% |
| 3M | +36.3% | -23.0% | +59.3% | +40.0% |
| 6M | +6.6% | -0.8% | +7.4% | +5.1% |
| YTD | +27.1% | +43.1% | -15.9% | +19.0% |
| 1Y | +62.3% | +157.6% | -95.3% | +41.5% |
| 3Y | +245.1% | +593.8% | -348.8% | +160.2% |
| 5Y | +154.0% | +520.6% | -366.6% | +89.2% |
| All | +300.2% | +1,461.9% | -1,161.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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