+234.8%
NEM vs CSGP
-58.5%
+293.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +7.1% | +13.9% | -6.8% | +6.6% |
| 30D | +2.9% | +16.0% | -13.1% | +2.1% |
| 3M | +15.0% | +6.1% | +8.9% | +14.6% |
| 6M | +10.3% | -8.2% | +18.5% | +10.8% |
| YTD | +20.7% | -52.3% | +73.0% | +31.3% |
| 1Y | +48.0% | -54.5% | +102.5% | +62.1% |
| All | +234.8% | -58.5% | +293.3% | +245.6% |
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