+72.7%
NEM vs CLX
-20.9%
+93.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.3% | -9.2% | +9.5% | +1.7% |
| 30D | +23.1% | -11.0% | +34.1% | +25.1% |
| 3M | +18.5% | +5.0% | +13.4% | +17.8% |
| 6M | +7.8% | -18.8% | +26.6% | +10.3% |
| YTD | +29.1% | -4.4% | +33.5% | +42.9% |
| 1Y | +72.7% | -21.9% | +94.5% | +71.3% |
| All | +72.7% | -20.9% | +93.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling