+249.0%
NEM vs CL
+38.4%
+210.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -5.9% | -0.8% | -5.1% | -5.9% |
| 30D | -2.6% | +9.5% | -12.0% | -2.9% |
| 3M | -4.2% | +6.6% | -10.9% | -4.5% |
| 6M | -5.5% | +13.2% | -18.7% | -6.3% |
| YTD | +13.5% | +26.9% | -13.3% | +11.6% |
| 1Y | +22.2% | +27.6% | -5.4% | +19.9% |
| All | +249.0% | +38.4% | +210.5% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling