+705.3%
NEM vs CSGP
+3,461.1%
-2,755.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +7.1% | +13.9% | -6.8% | +6.3% |
| 30D | +2.9% | +16.0% | -13.1% | +1.9% |
| 3M | +15.0% | +6.1% | +8.9% | +14.4% |
| 6M | +10.3% | -8.2% | +18.5% | +10.3% |
| YTD | +20.7% | -52.3% | +73.0% | +24.8% |
| 1Y | +48.0% | -54.5% | +102.5% | +53.5% |
| 3Y | +225.0% | -58.6% | +283.6% | +237.7% |
| 5Y | +143.7% | -61.5% | +205.2% | +153.1% |
| 10Y | +305.3% | +74.7% | +230.6% | +291.3% |
| All | +705.3% | +3,461.1% | -2,755.8% | +675.8% |
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