+575.6%
NEM vs CME
+8,256.4%
-7,680.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.4% |
| 7D | +11.6% | +1.7% | +10.0% | +11.3% |
| 30D | +1.8% | +10.2% | -8.4% | 0.0% |
| 3M | +2.5% | +17.8% | -15.3% | -0.7% |
| 6M | +3.4% | +11.0% | -7.6% | +0.9% |
| YTD | +20.9% | +17.0% | +3.9% | +16.6% |
| 1Y | +37.2% | +15.8% | +21.4% | +32.5% |
| 3Y | +271.6% | +61.8% | +209.9% | +235.8% |
| 5Y | +136.6% | +72.5% | +64.2% | +110.0% |
| 10Y | +342.6% | +288.0% | +54.6% | +232.0% |
| All | +575.6% | +8,256.4% | -7,680.8% | +216.6% |
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