+62.3%
NEM vs CRL
+73.3%
-10.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -3.3% | -6.9% | +3.6% | -1.9% |
| 30D | +7.8% | -3.2% | +11.0% | +8.7% |
| 3M | +36.3% | +46.5% | -10.3% | +28.9% |
| 6M | +6.6% | +63.1% | -56.6% | -1.6% |
| YTD | +27.1% | +36.9% | -9.7% | +19.9% |
| 1Y | +62.3% | +78.1% | -15.8% | +48.9% |
| All | +62.3% | +73.3% | -10.9% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling