+319.0%
NEM vs CNI
+6,494.7%
-6,175.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +3.1% | +0.9% | +2.2% | +2.8% |
| 30D | +10.0% | -2.1% | +12.1% | +10.6% |
| 3M | +30.9% | +1.8% | +29.1% | +30.1% |
| 6M | +10.5% | +14.8% | -4.3% | +6.6% |
| YTD | +29.7% | +25.4% | +4.4% | +22.4% |
| 1Y | +71.1% | +32.9% | +38.2% | +58.9% |
| 3Y | +252.1% | +20.2% | +231.9% | +233.7% |
| 5Y | +157.7% | +12.2% | +145.6% | +146.5% |
| 10Y | +319.4% | +136.0% | +183.4% | +227.3% |
| All | +319.0% | +6,494.7% | -6,175.7% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling