+271.6%
NEM vs CRL
+102.9%
+168.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.0% | -4.0% |
| 7D | +11.6% | -1.7% | +13.3% | +11.7% |
| 30D | +1.8% | +14.6% | -12.8% | +0.2% |
| 3M | +2.5% | +24.8% | -22.3% | +0.1% |
| 6M | +3.4% | +94.7% | -91.3% | -2.6% |
| YTD | +20.9% | +73.4% | -52.4% | +14.2% |
| 1Y | +37.2% | +104.7% | -67.5% | +28.6% |
| 3Y | +271.6% | +101.1% | +170.6% | +201.4% |
| All | +271.6% | +102.9% | +168.7% | +201.4% |
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