+476.9%
NEM vs CMS
+457.8%
+19.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +23.1% | -3.6% | +26.7% | +23.7% |
| 3M | +18.5% | -1.9% | +20.4% | +18.6% |
| 6M | +7.8% | -11.0% | +18.8% | +9.6% |
| YTD | +29.1% | +0.2% | +28.9% | +28.9% |
| 1Y | +72.7% | -1.3% | +74.0% | +72.7% |
| 3Y | +248.7% | +35.9% | +212.8% | +232.0% |
| 5Y | +148.7% | +23.1% | +125.6% | +139.9% |
| 10Y | +304.8% | +117.9% | +186.9% | +262.9% |
| All | +476.9% | +457.8% | +19.1% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling