+407.3%
NEM vs CNP
+1,888.5%
-1,481.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -5.9% | +2.5% | -8.4% | -6.2% |
| 30D | -2.6% | +4.0% | -6.6% | -3.2% |
| 3M | -4.2% | +1.6% | -5.9% | -4.5% |
| 6M | -5.5% | -1.7% | -3.8% | -5.5% |
| YTD | +13.5% | +8.6% | +4.9% | +11.9% |
| 1Y | +22.2% | +5.8% | +16.3% | +20.8% |
| 3Y | +249.0% | +63.0% | +185.9% | +225.9% |
| 5Y | +120.1% | +74.7% | +45.4% | +103.8% |
| 10Y | +356.3% | +143.7% | +212.6% | +297.7% |
| All | +407.3% | +1,888.5% | -1,481.2% | +426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling