+344.1%
NEM vs CME
+308.7%
+35.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -6.4% | +3.9% | -10.4% | -7.1% |
| 30D | +1.4% | +11.3% | -9.9% | -0.6% |
| 3M | -0.7% | +19.6% | -20.3% | -4.1% |
| 6M | -4.5% | +8.1% | -12.5% | -6.2% |
| YTD | +14.0% | +20.4% | -6.4% | +9.2% |
| 1Y | +27.3% | +16.5% | +10.8% | +22.7% |
| 3Y | +250.5% | +66.4% | +184.1% | +211.5% |
| 5Y | +121.1% | +74.5% | +46.6% | +92.3% |
| All | +344.1% | +308.7% | +35.4% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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