+136.6%
NEM vs CRL
-9.4%
+146.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.0% | -3.9% |
| 7D | +11.6% | -1.7% | +13.3% | +11.7% |
| 30D | +1.8% | +14.6% | -12.8% | 0.0% |
| 3M | +2.5% | +24.8% | -22.3% | -0.3% |
| 6M | +3.4% | +94.7% | -91.3% | -4.1% |
| YTD | +20.9% | +73.4% | -52.4% | +12.9% |
| 1Y | +37.2% | +104.7% | -67.5% | +26.3% |
| 3Y | +271.6% | +101.1% | +170.6% | +235.1% |
| 5Y | +136.6% | -10.8% | +147.4% | +125.5% |
| All | +136.6% | -9.4% | +146.0% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling