+238.2%
NEM vs CP
+26.5%
+211.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | +13.4% | +2.8% | +10.6% | +12.3% |
| 30D | +6.5% | +10.2% | -3.7% | +2.6% |
| 3M | +14.9% | +2.4% | +12.6% | +13.9% |
| 6M | +5.5% | +7.7% | -2.2% | +2.3% |
| YTD | +21.9% | +26.0% | -4.1% | +12.0% |
| 1Y | +47.9% | +34.6% | +13.2% | +32.6% |
| 3Y | +238.2% | +26.7% | +211.5% | +192.6% |
| All | +238.2% | +26.5% | +211.7% | +192.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling