+698.8%
NEM vs CRL
+1,647.7%
-949.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | +8.9% | -14.8% | -6.9% |
| 30D | -2.6% | +14.0% | -16.5% | -4.4% |
| 3M | -4.2% | +19.8% | -24.1% | -6.7% |
| 6M | -5.5% | +102.0% | -107.5% | -13.8% |
| YTD | +13.5% | +70.8% | -57.3% | +5.2% |
| 1Y | +22.2% | +98.7% | -76.6% | +11.1% |
| 3Y | +249.0% | +98.2% | +150.8% | +209.0% |
| 5Y | +120.1% | -11.7% | +131.8% | +112.5% |
| 10Y | +356.3% | +356.7% | -0.4% | +247.0% |
| All | +698.8% | +1,647.7% | -949.0% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling