+247.7%
NEM vs CNH
+7.5%
+240.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.5% |
| 7D | +3.9% | +8.8% | -4.9% | +1.7% |
| 30D | +12.7% | +24.7% | -11.9% | +6.6% |
| 3M | +28.7% | +27.3% | +1.3% | +20.5% |
| 6M | +9.8% | +23.2% | -13.4% | +3.3% |
| YTD | +28.1% | +48.9% | -20.8% | +15.7% |
| 1Y | +69.3% | +19.4% | +49.9% | +59.7% |
| 3Y | +247.7% | +7.8% | +239.9% | +226.5% |
| All | +247.7% | +7.5% | +240.2% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling