+291.3%
NEM vs CLF
+108.7%
+182.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +3.9% | +6.5% | -2.6% | +3.1% |
| 30D | +12.7% | +0.2% | +12.5% | +12.6% |
| 3M | +28.7% | -3.1% | +31.7% | +28.6% |
| 6M | +9.8% | +25.0% | -15.3% | +6.5% |
| YTD | +28.1% | -7.5% | +35.6% | +27.6% |
| 1Y | +69.3% | +11.5% | +57.8% | +64.9% |
| 3Y | +247.7% | -13.7% | +261.4% | +237.2% |
| 5Y | +153.4% | -47.0% | +200.4% | +150.5% |
| 10Y | +291.3% | +116.3% | +175.0% | +190.7% |
| All | +291.3% | +108.7% | +182.6% | +190.7% |
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