+344.1%
NEM vs CSGP
+65.8%
+278.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.2% |
| 7D | -6.4% | +1.3% | -7.8% | -6.5% |
| 30D | +1.4% | +2.8% | -1.4% | +0.9% |
| 3M | -0.7% | -6.3% | +5.6% | -0.5% |
| 6M | -4.5% | -3.2% | -1.3% | -4.8% |
| YTD | +14.0% | -54.0% | +68.0% | +23.0% |
| 1Y | +27.3% | -54.8% | +82.1% | +37.5% |
| 3Y | +250.5% | -60.6% | +311.1% | +281.5% |
| 5Y | +121.1% | -62.6% | +183.7% | +142.4% |
| All | +344.1% | +65.8% | +278.3% | +371.5% |
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