+761.6%
NEM vs CSGP
+3,334.4%
-2,572.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | +0.3% | -4.1% | +4.4% | +0.5% |
| 30D | +23.1% | +2.3% | +20.8% | +22.9% |
| 3M | +18.5% | -8.2% | +26.7% | +18.8% |
| 6M | +7.8% | -35.1% | +42.8% | +10.0% |
| YTD | +29.1% | -54.0% | +83.1% | +34.0% |
| 1Y | +72.7% | -65.3% | +138.0% | +82.0% |
| 3Y | +248.7% | -62.6% | +311.3% | +264.8% |
| 5Y | +148.7% | -64.8% | +213.5% | +159.7% |
| 10Y | +304.8% | +45.1% | +259.7% | +294.7% |
| All | +761.6% | +3,334.4% | -2,572.8% | +733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling