+498.2%
NEM vs CNH
+64.7%
+433.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.4% |
| 7D | +0.3% | +23.3% | -23.0% | -2.9% |
| 30D | +23.1% | +33.5% | -10.4% | +17.7% |
| 3M | +18.5% | +32.7% | -14.2% | +13.1% |
| 6M | +7.8% | +22.2% | -14.4% | +3.9% |
| YTD | +29.1% | +57.7% | -28.6% | +20.2% |
| 1Y | +72.7% | +28.0% | +44.7% | +65.0% |
| 3Y | +248.7% | +11.5% | +237.2% | +234.3% |
| 5Y | +148.7% | +11.9% | +136.8% | +135.6% |
| 10Y | +304.8% | +162.8% | +142.0% | +230.4% |
| All | +498.2% | +64.7% | +433.6% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling