+154.6%
NEM vs CSGP
-64.7%
+219.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +23.1% | +2.3% | +20.8% | +22.8% |
| 3M | +18.5% | -8.2% | +26.7% | +19.1% |
| 6M | +7.8% | -35.1% | +42.8% | +12.3% |
| YTD | +29.1% | -54.0% | +83.1% | +40.0% |
| 1Y | +72.7% | -65.3% | +138.0% | +94.7% |
| 3Y | +248.7% | -62.6% | +311.3% | +283.4% |
| All | +154.6% | -64.7% | +219.3% | +189.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling