+71.1%
NEM vs CNH
+22.6%
+48.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +3.1% | +1.8% | +1.2% | +2.5% |
| 30D | +10.0% | +32.6% | -22.6% | +1.7% |
| 3M | +30.9% | +29.4% | +1.5% | +20.9% |
| 6M | +10.5% | +26.0% | -15.4% | +2.2% |
| YTD | +29.7% | +52.2% | -22.5% | +16.9% |
| 1Y | +71.1% | +23.9% | +47.3% | +51.4% |
| All | +71.1% | +22.6% | +48.6% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling