+300.2%
NEM vs CRL
+249.3%
+50.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -3.3% | -6.9% | +3.6% | -2.4% |
| 30D | +7.8% | -3.2% | +11.0% | +8.4% |
| 3M | +36.3% | +46.5% | -10.3% | +30.1% |
| 6M | +6.6% | +63.1% | -56.6% | +0.1% |
| YTD | +27.1% | +36.9% | -9.7% | +21.7% |
| 1Y | +62.3% | +78.1% | -15.8% | +50.3% |
| 3Y | +245.1% | +36.7% | +208.4% | +222.8% |
| 5Y | +154.0% | -38.1% | +192.1% | +160.4% |
| All | +300.2% | +249.3% | +50.9% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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