+153.4%
NEM vs CPB
-38.5%
+191.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | +3.9% | -8.2% | +12.1% | +4.1% |
| 30D | +12.7% | -5.6% | +18.3% | +12.9% |
| 3M | +28.7% | +3.0% | +25.7% | +28.1% |
| 6M | +9.8% | -12.7% | +22.5% | +10.7% |
| YTD | +28.1% | -18.0% | +46.1% | +29.8% |
| 1Y | +69.3% | -31.7% | +101.1% | +74.4% |
| 3Y | +247.7% | -41.0% | +288.6% | +260.4% |
| 5Y | +153.4% | -38.4% | +191.8% | +156.3% |
| All | +153.4% | -38.5% | +191.9% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling