+407.3%
NEM vs CPB
+345.1%
+62.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.8% |
| 7D | -5.9% | -5.8% | -0.1% | -5.5% |
| 30D | -2.6% | +16.5% | -19.0% | -3.6% |
| 3M | -4.2% | -1.1% | -3.1% | -4.2% |
| 6M | -5.5% | +11.5% | -16.9% | -6.5% |
| YTD | +13.5% | -15.7% | +29.3% | +14.6% |
| 1Y | +22.2% | -24.7% | +46.8% | +24.2% |
| 3Y | +249.0% | -37.3% | +286.2% | +258.3% |
| 5Y | +120.1% | -35.0% | +155.1% | +124.9% |
| 10Y | +356.3% | -41.0% | +397.3% | +367.8% |
| All | +407.3% | +345.1% | +62.3% | +455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling