+344.1%
NEM vs CNH
+106.0%
+238.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -6.4% | +3.0% | -9.5% | -6.8% |
| 30D | +1.4% | -0.6% | +2.0% | +1.4% |
| 3M | -0.7% | +14.6% | -15.3% | -2.9% |
| 6M | -4.5% | +11.8% | -16.2% | -6.5% |
| YTD | +14.0% | +30.4% | -16.4% | +9.5% |
| 1Y | +27.3% | +19.1% | +8.2% | +23.5% |
| 3Y | +250.5% | +30.2% | +220.3% | +233.7% |
| 5Y | +121.1% | -17.8% | +138.9% | +116.9% |
| All | +344.1% | +106.0% | +238.1% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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