+924.3%
NEM vs CNC
+5,287.0%
-4,362.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +3.1% | -4.9% | +7.9% | +3.4% |
| 30D | +10.0% | -3.8% | +13.8% | +10.2% |
| 3M | +30.9% | -3.2% | +34.1% | +31.0% |
| 6M | +10.5% | +47.9% | -37.3% | +7.5% |
| YTD | +29.7% | +55.7% | -25.9% | +25.8% |
| 1Y | +71.1% | +106.2% | -35.1% | +62.7% |
| 3Y | +252.1% | -2.1% | +254.2% | +245.4% |
| 5Y | +157.7% | +3.4% | +154.3% | +150.9% |
| 10Y | +319.4% | +91.7% | +227.7% | +287.1% |
| All | +924.3% | +5,287.0% | -4,362.6% | +777.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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