+69.3%
NEM vs CP
+19.5%
+49.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.9% | +2.4% | +1.4% | +2.9% |
| 30D | +12.7% | -0.5% | +13.3% | +12.9% |
| 3M | +28.7% | +1.4% | +27.2% | +27.5% |
| 6M | +9.8% | +10.3% | -0.5% | +4.8% |
| YTD | +28.1% | +24.3% | +3.8% | +22.0% |
| 1Y | +69.3% | +20.4% | +48.9% | +64.5% |
| All | +69.3% | +19.5% | +49.9% | +64.5% |
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 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