+476.9%
NEM vs CPB
+325.7%
+151.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | +0.3% | -8.6% | +8.9% | +0.9% |
| 30D | +23.1% | -7.2% | +30.3% | +23.6% |
| 3M | +18.5% | +0.9% | +17.6% | +18.1% |
| 6M | +7.8% | -11.8% | +19.6% | +8.5% |
| YTD | +29.1% | -19.4% | +48.5% | +30.7% |
| 1Y | +72.7% | -30.4% | +103.0% | +76.6% |
| 3Y | +248.7% | -40.2% | +288.9% | +259.3% |
| 5Y | +148.7% | -39.5% | +188.2% | +155.4% |
| 10Y | +304.8% | -47.4% | +352.2% | +318.0% |
| All | +476.9% | +325.7% | +151.2% | +534.2% |
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