+47.9%
NEM vs CSGP
-56.4%
+104.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +0.7% |
| 7D | +13.4% | +1.3% | +12.2% | +13.6% |
| 30D | +6.5% | +10.7% | -4.2% | +7.8% |
| 3M | +14.9% | +3.3% | +11.6% | +15.9% |
| 6M | +5.5% | -10.3% | +15.8% | +5.0% |
| YTD | +21.9% | -54.6% | +76.4% | +22.8% |
| 1Y | +47.9% | -54.6% | +102.5% | +47.7% |
| All | +47.9% | -56.4% | +104.3% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling