+250.5%
NEM vs CMS
+39.2%
+211.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.3% |
| 7D | -6.4% | +1.7% | -8.2% | -7.1% |
| 30D | +1.4% | +6.2% | -4.8% | -1.3% |
| 3M | -0.7% | +0.6% | -1.3% | -1.1% |
| 6M | -4.5% | -1.8% | -2.7% | -4.4% |
| YTD | +14.0% | +3.8% | +10.2% | +10.8% |
| 1Y | +27.3% | -1.8% | +29.1% | +27.6% |
| 3Y | +250.5% | +39.8% | +210.7% | +158.8% |
| All | +250.5% | +39.2% | +211.3% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling