+444.6%
NEM vs CMS
+468.3%
-23.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +13.4% | -0.5% | +13.9% | +13.5% |
| 30D | +6.5% | +7.2% | -0.7% | +5.3% |
| 3M | +14.9% | -1.3% | +16.2% | +15.1% |
| 6M | +5.5% | -4.3% | +9.8% | +6.0% |
| YTD | +21.9% | +2.1% | +19.8% | +21.2% |
| 1Y | +47.9% | -0.6% | +48.5% | +47.7% |
| 3Y | +238.2% | +38.0% | +200.1% | +221.1% |
| 5Y | +146.2% | +33.6% | +112.6% | +134.7% |
| 10Y | +309.3% | +128.6% | +180.7% | +264.3% |
| All | +444.6% | +468.3% | -23.7% | +324.1% |
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