+332.4%
NEM vs CMS
+127.7%
+204.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +14.7% | -0.9% | +15.6% | +15.2% |
| 30D | +6.2% | +7.1% | -0.9% | +3.1% |
| 3M | +11.0% | -1.3% | +12.3% | +11.4% |
| 6M | +7.9% | -2.7% | +10.6% | +8.4% |
| YTD | +26.2% | +2.6% | +23.5% | +23.9% |
| 1Y | +51.5% | -2.0% | +53.5% | +51.7% |
| 3Y | +290.6% | +39.6% | +251.0% | +235.0% |
| 5Y | +153.1% | +35.3% | +117.7% | +118.4% |
| 10Y | +332.4% | +132.3% | +200.1% | +163.9% |
| All | +332.4% | +127.7% | +204.7% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling