+27.3%
NEM vs CME
+17.3%
+10.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.6% |
| 7D | -6.4% | +3.9% | -10.4% | -5.9% |
| 30D | +1.4% | +11.3% | -9.9% | +2.9% |
| 3M | -0.7% | +19.6% | -20.3% | +1.5% |
| 6M | -4.5% | +8.1% | -12.5% | -3.3% |
| YTD | +14.0% | +20.4% | -6.4% | +12.7% |
| 1Y | +27.3% | +16.5% | +10.8% | +27.4% |
| All | +27.3% | +17.3% | +10.0% | +27.4% |
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