+247.7%
NEM vs CRL
+37.9%
+209.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +3.9% | -0.6% | +4.4% | +3.9% |
| 30D | +12.7% | +5.0% | +7.8% | +12.2% |
| 3M | +28.7% | +50.6% | -21.9% | +23.7% |
| 6M | +9.8% | +60.9% | -51.2% | +4.5% |
| YTD | +28.1% | +40.7% | -12.6% | +23.2% |
| 1Y | +69.3% | +73.3% | -4.0% | +60.1% |
| 3Y | +247.7% | +40.6% | +207.1% | +217.9% |
| All | +247.7% | +37.9% | +209.8% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling