+300.2%
NEM vs CNP
+137.1%
+163.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -3.3% | -2.2% | -1.1% | -2.7% |
| 30D | +7.8% | -2.1% | +9.9% | +8.4% |
| 3M | +36.3% | -7.9% | +44.2% | +39.3% |
| 6M | +6.6% | -8.3% | +14.9% | +8.8% |
| YTD | +27.1% | +3.8% | +23.4% | +24.7% |
| 1Y | +62.3% | +5.9% | +56.5% | +58.2% |
| 3Y | +245.1% | +49.3% | +195.8% | +202.0% |
| 5Y | +154.0% | +69.3% | +84.7% | +114.8% |
| All | +300.2% | +137.1% | +163.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling