+155.1%
NEM vs CMI
+164.8%
-9.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +7.8% | -12.4% | +20.2% | +12.2% |
| 3M | +30.2% | -14.8% | +45.0% | +36.3% |
| 6M | +9.6% | +0.8% | +8.8% | +9.7% |
| YTD | +27.8% | +10.2% | +17.6% | +26.0% |
| 1Y | +60.7% | +37.4% | +23.3% | +51.6% |
| 3Y | +245.3% | +153.3% | +92.0% | +190.4% |
| All | +155.1% | +164.8% | -9.7% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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