+302.3%
NEM vs CRH
+253.3%
+49.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -1.0% | -6.1% | +5.1% | +0.5% |
| 30D | +7.8% | -9.3% | +17.1% | +10.3% |
| 3M | +30.2% | -15.2% | +45.4% | +35.3% |
| 6M | +9.6% | -14.2% | +23.8% | +13.8% |
| YTD | +27.8% | -28.3% | +56.1% | +37.8% |
| 1Y | +60.7% | -21.8% | +82.5% | +69.8% |
| 3Y | +245.3% | +71.6% | +173.7% | +207.3% |
| 5Y | +155.3% | +96.6% | +58.7% | +116.8% |
| All | +302.3% | +253.3% | +49.0% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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