+479.7%
NEM vs CMI
+19,556.0%
-19,076.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.1% | +0.7% | +2.3% | +2.9% |
| 30D | +10.0% | -12.3% | +22.3% | +12.6% |
| 3M | +30.9% | -16.8% | +47.7% | +35.2% |
| 6M | +10.5% | +1.5% | +9.0% | +10.2% |
| YTD | +29.7% | +9.8% | +19.9% | +27.8% |
| 1Y | +71.1% | +42.6% | +28.5% | +61.1% |
| 3Y | +252.1% | +151.0% | +101.1% | +198.7% |
| 5Y | +157.7% | +167.0% | -9.3% | +113.9% |
| 10Y | +319.4% | +512.2% | -192.8% | +194.5% |
| All | +479.7% | +19,556.0% | -19,076.3% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling