+344.1%
NEM vs CNP
+146.5%
+197.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -6.4% | +1.3% | -7.7% | -6.8% |
| 30D | +1.4% | +3.8% | -2.4% | +0.1% |
| 3M | -0.7% | +2.4% | -3.1% | -1.7% |
| 6M | -4.5% | -1.2% | -3.3% | -4.7% |
| YTD | +14.0% | +9.3% | +4.8% | +10.0% |
| 1Y | +27.3% | +6.4% | +20.9% | +23.7% |
| 3Y | +250.5% | +66.4% | +184.1% | +197.9% |
| 5Y | +121.1% | +75.7% | +45.4% | +85.5% |
| All | +344.1% | +146.5% | +197.6% | +153.4% |
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