+154.6%
NEM vs CLF
-47.7%
+202.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +0.3% | +7.6% | -7.3% | -0.9% |
| 30D | +23.1% | -1.2% | +24.3% | +23.1% |
| 3M | +18.5% | -13.4% | +31.9% | +20.5% |
| 6M | +7.8% | +15.4% | -7.6% | +4.3% |
| YTD | +29.1% | -5.9% | +35.0% | +27.9% |
| 1Y | +72.7% | +18.8% | +53.8% | +64.4% |
| 3Y | +248.7% | -19.4% | +268.1% | +237.2% |
| All | +154.6% | -47.7% | +202.3% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling