+62.3%
NEM vs CLX
-25.7%
+88.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.9% |
| 7D | -3.3% | -5.9% | +2.6% | -2.4% |
| 30D | +7.8% | -17.0% | +24.9% | +10.7% |
| 3M | +36.3% | -9.6% | +45.8% | +38.6% |
| 6M | +6.6% | -21.5% | +28.1% | +10.0% |
| YTD | +27.1% | -8.8% | +36.0% | +42.1% |
| 1Y | +62.3% | -24.7% | +87.0% | +61.1% |
| All | +62.3% | -25.7% | +88.0% | +61.1% |
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