+324.0%
NEM vs CSGP
+63.3%
+260.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.4% |
| 7D | +13.4% | +1.3% | +12.2% | +13.3% |
| 30D | +6.5% | +10.7% | -4.2% | +5.2% |
| 3M | +14.9% | +3.3% | +11.6% | +14.1% |
| 6M | +5.5% | -10.3% | +15.8% | +5.9% |
| YTD | +21.9% | -54.6% | +76.4% | +31.7% |
| 1Y | +47.9% | -54.6% | +102.5% | +59.7% |
| 3Y | +238.2% | -60.3% | +298.5% | +268.0% |
| 5Y | +146.2% | -63.3% | +209.5% | +170.6% |
| All | +324.0% | +63.3% | +260.7% | +322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling