+154.0%
NEM vs CPNG
-51.9%
+205.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.3% | -5.4% | +2.1% | -2.6% |
| 30D | +7.8% | -11.1% | +18.9% | +9.4% |
| 3M | +36.3% | -3.0% | +39.2% | +36.5% |
| 6M | +6.6% | -23.5% | +30.1% | +9.2% |
| YTD | +27.1% | -37.8% | +65.0% | +32.9% |
| 1Y | +62.3% | -54.3% | +116.7% | +75.0% |
| 3Y | +245.1% | -20.8% | +265.9% | +247.3% |
| 5Y | +154.0% | -51.1% | +205.1% | +142.2% |
| All | +154.0% | -51.9% | +205.9% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling