+314.1%
NEM vs CNH
+151.6%
+162.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | 0.0% |
| 7D | +3.9% | +8.8% | -4.9% | +2.6% |
| 30D | +12.7% | +24.7% | -11.9% | +9.2% |
| 3M | +28.7% | +27.3% | +1.3% | +24.0% |
| 6M | +9.8% | +23.2% | -13.4% | +6.1% |
| YTD | +28.1% | +48.9% | -20.8% | +21.0% |
| 1Y | +69.3% | +19.4% | +49.9% | +63.9% |
| 3Y | +247.7% | +7.8% | +239.9% | +235.5% |
| 5Y | +153.4% | +8.7% | +144.6% | +142.5% |
| All | +314.1% | +151.6% | +162.5% | +239.9% |
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