+27.3%
NEM vs CP
+31.6%
-4.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -6.4% | +2.1% | -8.6% | -7.3% |
| 30D | +1.4% | +9.3% | -7.9% | -2.2% |
| 3M | -0.7% | +0.5% | -1.2% | -1.3% |
| 6M | -4.5% | +10.4% | -14.9% | -8.9% |
| YTD | +14.0% | +28.7% | -14.7% | +10.0% |
| 1Y | +27.3% | +33.2% | -5.9% | +22.3% |
| All | +27.3% | +31.6% | -4.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling