+153.4%
NEM vs CNH
+7.1%
+146.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.4% |
| 7D | +3.9% | +8.8% | -4.9% | +1.9% |
| 30D | +12.7% | +24.7% | -11.9% | +7.1% |
| 3M | +28.7% | +27.3% | +1.3% | +21.2% |
| 6M | +9.8% | +23.2% | -13.4% | +3.9% |
| YTD | +28.1% | +48.9% | -20.8% | +16.7% |
| 1Y | +69.3% | +19.4% | +49.9% | +60.6% |
| 3Y | +247.7% | +7.8% | +239.9% | +227.2% |
| 5Y | +153.4% | +8.7% | +144.6% | +137.8% |
| All | +153.4% | +7.1% | +146.2% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling