+245.3%
NEM vs CNI
+19.7%
+225.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +7.8% | -2.7% | +10.5% | +9.0% |
| 3M | +30.2% | +3.9% | +26.3% | +27.8% |
| 6M | +9.6% | +16.4% | -6.8% | +2.6% |
| YTD | +27.8% | +25.8% | +2.0% | +16.2% |
| 1Y | +60.7% | +32.4% | +28.3% | +43.0% |
| 3Y | +245.3% | +19.1% | +226.2% | +211.6% |
| All | +245.3% | +19.7% | +225.5% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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