+379.9%
NEM vs CP
+251.7%
+128.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +1.1% | +9.6% | -8.5% | -1.3% |
| 3M | +1.3% | +2.2% | -0.9% | +0.7% |
| 6M | -1.4% | +11.1% | -12.5% | -4.2% |
| YTD | +19.4% | +28.2% | -8.8% | +11.9% |
| 1Y | +32.9% | +32.2% | +0.8% | +23.7% |
| 3Y | +267.0% | +35.5% | +231.5% | +237.2% |
| 5Y | +131.0% | +26.8% | +104.2% | +113.7% |
| 10Y | +379.9% | +256.9% | +123.0% | +285.5% |
| All | +379.9% | +251.7% | +128.2% | +285.5% |
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