+291.3%
NEM vs CMS
+117.1%
+174.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +3.9% | +1.2% | +2.6% | +3.3% |
| 30D | +12.7% | -3.2% | +15.9% | +14.1% |
| 3M | +28.7% | -2.2% | +30.9% | +29.3% |
| 6M | +9.8% | -9.4% | +19.2% | +14.0% |
| YTD | +28.1% | +0.7% | +27.4% | +26.9% |
| 1Y | +69.3% | +0.4% | +69.0% | +67.7% |
| 3Y | +247.7% | +35.2% | +212.5% | +201.2% |
| 5Y | +153.4% | +24.1% | +129.2% | +125.4% |
| 10Y | +291.3% | +115.8% | +175.5% | +154.8% |
| All | +291.3% | +117.1% | +174.2% | +154.8% |
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