+153.8%
NEM vs CPNG
-76.7%
+230.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.4% |
| 7D | +3.9% | -6.3% | +10.1% | +4.6% |
| 30D | +12.7% | -8.7% | +21.5% | +13.8% |
| 3M | +28.7% | -2.4% | +31.1% | +28.8% |
| 6M | +9.8% | -22.3% | +32.1% | +12.0% |
| YTD | +28.1% | -37.2% | +65.3% | +33.1% |
| 1Y | +69.3% | -53.0% | +122.3% | +80.3% |
| 3Y | +247.7% | -20.0% | +267.7% | +249.8% |
| 5Y | +153.4% | -52.8% | +206.1% | +149.2% |
| All | +153.8% | -76.7% | +230.5% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CPNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling