+247.7%
NEM vs CNP
+54.5%
+193.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +3.9% | +1.6% | +2.2% | +3.2% |
| 30D | +12.7% | -0.8% | +13.5% | +13.0% |
| 3M | +28.7% | -3.6% | +32.2% | +29.9% |
| 6M | +9.8% | -6.9% | +16.7% | +12.5% |
| YTD | +28.1% | +6.4% | +21.7% | +21.5% |
| 1Y | +69.3% | +9.9% | +59.4% | +57.3% |
| 3Y | +247.7% | +53.1% | +194.6% | +161.4% |
| All | +247.7% | +54.5% | +193.1% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling