+157.7%
NEM vs CLX
-37.0%
+194.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.5% |
| 7D | +3.1% | -4.9% | +8.0% | +3.7% |
| 30D | +10.0% | -15.8% | +25.8% | +12.3% |
| 3M | +30.9% | -7.9% | +38.8% | +32.2% |
| 6M | +10.5% | -19.0% | +29.6% | +13.2% |
| YTD | +29.7% | -7.9% | +37.7% | +31.7% |
| 1Y | +71.1% | -25.4% | +96.5% | +77.1% |
| 3Y | +252.1% | -35.0% | +287.1% | +269.0% |
| 5Y | +157.7% | -36.8% | +194.5% | +170.9% |
| All | +157.7% | -37.0% | +194.7% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling