+332.4%
NEM vs CP
+261.0%
+71.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | +14.7% | +2.8% | +12.0% | +14.0% |
| 30D | +6.2% | +11.3% | -5.1% | +3.3% |
| 3M | +11.0% | +2.9% | +8.2% | +10.2% |
| 6M | +7.9% | +9.8% | -1.9% | +5.2% |
| YTD | +26.2% | +28.5% | -2.4% | +18.1% |
| 1Y | +51.5% | +33.5% | +18.0% | +40.5% |
| 3Y | +290.6% | +31.9% | +258.7% | +260.8% |
| 5Y | +153.1% | +25.5% | +127.6% | +134.4% |
| 10Y | +332.4% | +257.6% | +74.8% | +240.1% |
| All | +332.4% | +261.0% | +71.4% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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