+69.3%
NEM vs CL
+6.7%
+62.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +3.9% | -1.4% | +5.2% | +3.6% |
| 30D | +12.7% | -5.2% | +17.9% | +11.9% |
| 3M | +28.7% | +3.3% | +25.3% | +28.8% |
| 6M | +9.8% | -4.4% | +14.1% | +7.3% |
| YTD | +28.1% | +13.9% | +14.2% | +36.7% |
| 1Y | +69.3% | +7.6% | +61.7% | +76.1% |
| All | +69.3% | +6.7% | +62.6% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling