+808.3%
NEM vs CRL
+1,379.5%
-571.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +23.1% | +10.7% | +12.4% | +21.6% |
| 3M | +18.5% | +55.3% | -36.8% | +12.2% |
| 6M | +7.8% | +60.7% | -52.9% | +1.2% |
| YTD | +29.1% | +44.6% | -15.5% | +22.6% |
| 1Y | +72.7% | +77.7% | -5.1% | +59.5% |
| 3Y | +248.7% | +37.6% | +211.1% | +224.6% |
| 5Y | +148.7% | -35.8% | +184.5% | +150.4% |
| 10Y | +304.8% | +241.7% | +63.0% | +220.1% |
| All | +808.3% | +1,379.5% | -571.1% | +455.3% |
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