+146.9%
NEM vs CLF
-51.2%
+198.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +13.4% | -19.6% | +33.0% | +16.9% |
| 30D | +6.5% | -5.0% | +11.5% | +6.3% |
| 3M | +14.9% | -6.3% | +21.2% | +14.7% |
| 6M | +5.5% | +2.8% | +2.7% | +3.2% |
| YTD | +21.9% | -13.7% | +35.6% | +21.1% |
| 1Y | +47.9% | +13.6% | +34.3% | +41.1% |
| 3Y | +238.2% | -34.0% | +272.2% | +234.6% |
| All | +146.9% | -51.2% | +198.2% | +143.1% |
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