+332.4%
NEM vs CLF
+92.7%
+239.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.0% | -3.5% | +2.8% |
| 7D | +14.7% | -14.1% | +28.8% | +16.3% |
| 30D | +6.2% | -5.5% | +11.8% | +6.3% |
| 3M | +11.0% | 0.0% | +11.0% | +10.2% |
| 6M | +7.9% | +11.3% | -3.4% | +5.6% |
| YTD | +26.2% | -7.7% | +33.8% | +24.9% |
| 1Y | +51.5% | +17.5% | +34.0% | +46.6% |
| 3Y | +290.6% | -25.4% | +316.0% | +282.1% |
| 5Y | +153.1% | -46.0% | +199.1% | +148.7% |
| 10Y | +332.4% | +80.1% | +252.3% | +283.4% |
| All | +332.4% | +92.7% | +239.7% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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