+22.2%
NEM vs CME
+17.8%
+4.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -5.9% | +2.7% | -8.6% | -5.5% |
| 30D | -2.6% | +13.5% | -16.0% | -0.8% |
| 3M | -4.2% | +20.9% | -25.1% | -1.9% |
| 6M | -5.5% | +11.5% | -17.0% | -4.3% |
| YTD | +13.5% | +19.5% | -5.9% | +13.0% |
| 1Y | +22.2% | +17.2% | +4.9% | +21.8% |
| All | +22.2% | +17.8% | +4.3% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling