+153.2%
NEM vs CPNG
-76.2%
+229.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | +7.8% | -7.4% | +15.2% | +8.7% |
| 3M | +30.2% | -12.3% | +42.6% | +31.8% |
| 6M | +9.6% | -19.4% | +29.0% | +11.4% |
| YTD | +27.8% | -35.9% | +63.7% | +32.5% |
| 1Y | +60.7% | -53.4% | +114.1% | +71.2% |
| 3Y | +245.3% | -20.0% | +265.3% | +247.1% |
| 5Y | +155.3% | -49.6% | +204.9% | +150.7% |
| All | +153.2% | -76.2% | +229.4% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling