+476.9%
NEM vs CP
+7,669.4%
-7,192.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | +23.1% | +0.2% | +22.9% | +23.0% |
| 3M | +18.5% | +2.6% | +15.9% | +17.8% |
| 6M | +7.8% | +6.0% | +1.8% | +6.4% |
| YTD | +29.1% | +24.9% | +4.2% | +23.1% |
| 1Y | +72.7% | +20.1% | +52.6% | +65.9% |
| 3Y | +248.7% | +16.4% | +232.3% | +235.3% |
| 5Y | +148.7% | +31.7% | +116.9% | +131.5% |
| 10Y | +304.8% | +223.9% | +80.9% | +208.3% |
| All | +476.9% | +7,669.4% | -7,192.5% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling