+476.9%
NEM vs CL
+4,870.0%
-4,393.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | +23.1% | -4.8% | +27.9% | +23.8% |
| 3M | +18.5% | +4.9% | +13.6% | +17.5% |
| 6M | +7.8% | -5.7% | +13.5% | +8.4% |
| YTD | +29.1% | +14.4% | +14.7% | +26.4% |
| 1Y | +72.7% | +8.7% | +63.9% | +70.0% |
| 3Y | +248.7% | +30.0% | +218.8% | +234.2% |
| 5Y | +148.7% | +28.4% | +120.3% | +138.3% |
| 10Y | +304.8% | +50.1% | +254.7% | +278.7% |
| All | +476.9% | +4,870.0% | -4,393.0% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling