+342.1%
NEM vs CSGP
+61.2%
+280.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.4% | -4.9% |
| 7D | -5.9% | -6.1% | +0.2% | -5.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.8% |
| 3M | -4.2% | -1.3% | -2.9% | -4.5% |
| 6M | -5.5% | -8.9% | +3.5% | -5.3% |
| YTD | +13.5% | -55.2% | +68.8% | +22.8% |
| 1Y | +22.2% | -56.4% | +78.6% | +32.4% |
| 3Y | +249.0% | -62.2% | +311.2% | +281.4% |
| 5Y | +120.1% | -63.7% | +183.8% | +141.9% |
| All | +342.1% | +61.2% | +280.9% | +370.7% |
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