+621.4%
NEM vs CME
+7,469.3%
-6,847.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | +23.1% | +6.2% | +16.8% | +21.6% |
| 3M | +18.5% | +10.4% | +8.1% | +16.1% |
| 6M | +7.8% | -9.5% | +17.3% | +9.2% |
| YTD | +29.1% | +6.0% | +23.1% | +26.9% |
| 1Y | +72.7% | +9.3% | +63.4% | +68.5% |
| 3Y | +248.7% | +57.7% | +191.1% | +216.6% |
| 5Y | +148.7% | +77.7% | +71.0% | +119.6% |
| 10Y | +304.8% | +281.2% | +23.5% | +204.8% |
| All | +621.4% | +7,469.3% | -6,847.9% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling