+291.3%
NEM vs CP
+219.6%
+71.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.9% | +2.4% | +1.4% | +3.2% |
| 30D | +12.7% | -0.5% | +13.3% | +12.9% |
| 3M | +28.7% | +1.4% | +27.2% | +28.0% |
| 6M | +9.8% | +10.3% | -0.5% | +6.8% |
| YTD | +28.1% | +24.3% | +3.8% | +20.8% |
| 1Y | +69.3% | +20.4% | +48.9% | +60.9% |
| 3Y | +247.7% | +21.8% | +225.9% | +226.8% |
| 5Y | +153.4% | +31.5% | +121.9% | +132.2% |
| 10Y | +291.3% | +223.2% | +68.1% | +202.8% |
| All | +291.3% | +219.6% | +71.6% | +202.8% |
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