+344.1%
NEM vs CPB
-38.9%
+383.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.1% |
| 7D | -6.4% | -1.6% | -4.9% | -6.3% |
| 30D | +1.4% | +19.2% | -17.8% | -0.4% |
| 3M | -0.7% | -0.9% | +0.2% | -0.7% |
| 6M | -4.5% | +15.2% | -19.7% | -6.4% |
| YTD | +14.0% | -13.1% | +27.1% | +15.5% |
| 1Y | +27.3% | -22.4% | +49.7% | +30.7% |
| 3Y | +250.5% | -35.3% | +285.8% | +265.4% |
| 5Y | +121.1% | -33.0% | +154.0% | +127.6% |
| All | +344.1% | -38.9% | +383.0% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling