+51.1%
NEM vs CLX
-6.5%
+57.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +8.3% |
| 7D | +3.7% | +14.2% | -10.5% | +0.4% |
| 30D | +2.0% | +22.7% | -20.7% | -3.0% |
| 3M | +21.1% | -2.8% | +23.9% | +21.1% |
| 6M | +9.5% | +17.7% | -8.2% | +3.5% |
| YTD | +19.1% | +3.3% | +15.7% | +31.3% |
| 1Y | +51.1% | -5.6% | +56.7% | +65.3% |
| All | +51.1% | -6.5% | +57.6% | +65.3% |
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