+332.4%
NEM vs CSGP
+72.5%
+259.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.3% | +3.3% |
| 7D | +14.7% | -1.8% | +16.6% | +14.9% |
| 30D | +6.2% | +5.3% | +0.9% | +5.5% |
| 3M | +11.0% | +3.3% | +7.7% | +10.3% |
| 6M | +7.9% | -4.7% | +12.6% | +7.7% |
| YTD | +26.2% | -53.5% | +79.7% | +36.0% |
| 1Y | +51.5% | -53.7% | +105.2% | +63.3% |
| 3Y | +290.6% | -59.7% | +350.3% | +324.4% |
| 5Y | +153.1% | -62.5% | +215.6% | +177.5% |
| 10Y | +332.4% | +67.3% | +265.1% | +335.9% |
| All | +332.4% | +72.5% | +259.9% | +335.9% |
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