+302.3%
NEM vs CLX
-3.7%
+306.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -1.0% | -5.7% | +4.7% | 0.0% |
| 30D | +7.8% | -17.0% | +24.9% | +11.4% |
| 3M | +30.2% | -9.7% | +39.9% | +32.4% |
| 6M | +9.6% | -19.8% | +29.4% | +13.5% |
| YTD | +27.8% | -9.8% | +37.7% | +30.0% |
| 1Y | +60.7% | -26.2% | +86.9% | +68.7% |
| 3Y | +245.3% | -36.2% | +281.5% | +269.0% |
| 5Y | +155.3% | -38.3% | +193.7% | +170.9% |
| All | +302.3% | -3.7% | +306.0% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling