+250.5%
NEM vs CME
+52.6%
+197.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +3.1% | -0.6% | +3.7% | +3.1% |
| 30D | +10.0% | +4.7% | +5.3% | +9.9% |
| 3M | +30.9% | +7.8% | +23.1% | +30.5% |
| 6M | +10.5% | -11.0% | +21.5% | +11.4% |
| YTD | +29.7% | +4.0% | +25.7% | +28.6% |
| 1Y | +71.1% | +9.1% | +62.0% | +68.4% |
| All | +250.5% | +52.6% | +197.9% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling