+537.2%
NEM vs CME
+8,496.5%
-7,959.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -6.4% | +3.9% | -10.4% | -7.1% |
| 30D | +1.4% | +11.3% | -9.9% | -0.6% |
| 3M | -0.7% | +19.6% | -20.3% | -4.1% |
| 6M | -4.5% | +8.1% | -12.5% | -6.3% |
| YTD | +14.0% | +20.4% | -6.4% | +9.4% |
| 1Y | +27.3% | +16.5% | +10.8% | +22.9% |
| 3Y | +250.5% | +66.4% | +184.1% | +215.1% |
| 5Y | +121.1% | +74.5% | +46.6% | +95.8% |
| 10Y | +358.3% | +308.5% | +49.8% | +240.5% |
| All | +537.2% | +8,496.5% | -7,959.3% | +197.1% |
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