+440.3%
NEM vs CP
+7,872.5%
-7,432.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +11.6% | +2.8% | +8.8% | +11.0% |
| 30D | +1.8% | +11.0% | -9.2% | -0.4% |
| 3M | +2.5% | +3.8% | -1.3% | +1.8% |
| 6M | +3.4% | +9.5% | -6.1% | +1.4% |
| YTD | +20.9% | +28.2% | -7.3% | +14.7% |
| 1Y | +37.2% | +33.0% | +4.2% | +29.2% |
| 3Y | +271.6% | +35.5% | +236.1% | +246.8% |
| 5Y | +136.6% | +25.8% | +110.9% | +122.5% |
| 10Y | +342.6% | +250.7% | +91.9% | +231.9% |
| All | +440.3% | +7,872.5% | -7,432.2% | +148.4% |
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