+271.6%
NEM vs CSGP
-61.1%
+332.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.2% | -4.0% |
| 7D | +11.6% | -3.2% | +14.8% | +11.8% |
| 30D | +1.8% | +2.2% | -0.4% | +1.7% |
| 3M | +2.5% | -3.7% | +6.2% | +2.6% |
| 6M | +3.4% | -7.4% | +10.9% | +3.6% |
| YTD | +20.9% | -54.9% | +75.8% | +31.9% |
| 1Y | +37.2% | -54.9% | +92.1% | +49.5% |
| 3Y | +271.6% | -61.9% | +333.5% | +295.7% |
| All | +271.6% | -61.1% | +332.7% | +295.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling