+476.9%
NEM vs CLF
+714.0%
-237.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| YTD | +29.1% | -5.9% | +35.0% | +28.1% |
| 1Y | +72.7% | +18.8% | +53.8% | +63.3% |
| 3Y | +248.7% | -19.4% | +268.1% | +234.3% |
| 5Y | +148.7% | -47.7% | +196.4% | +145.1% |
| 10Y | +304.8% | +130.4% | +174.4% | +155.9% |
| All | +476.9% | +714.0% | -237.1% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling