+153.4%
NEM vs CME
+77.1%
+76.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.9% | -2.9% | +6.7% | +4.3% |
| 30D | +12.7% | +5.5% | +7.2% | +11.7% |
| 3M | +28.7% | +11.0% | +17.7% | +26.3% |
| 6M | +9.8% | -9.7% | +19.5% | +11.6% |
| YTD | +28.1% | +4.9% | +23.2% | +26.0% |
| 1Y | +69.3% | +10.1% | +59.3% | +64.3% |
| 3Y | +247.7% | +53.5% | +194.2% | +212.9% |
| 5Y | +153.4% | +77.2% | +76.2% | +129.4% |
| All | +153.4% | +77.1% | +76.2% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling