+300.2%
NEM vs CTAS
+675.6%
-375.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | +7.8% | -3.1% | +10.9% | +8.5% |
| 3M | +36.3% | +10.3% | +26.0% | +33.2% |
| 6M | +6.6% | +1.6% | +4.9% | +5.8% |
| YTD | +27.1% | +6.3% | +20.8% | +25.0% |
| 1Y | +62.3% | -0.5% | +62.8% | +61.5% |
| 3Y | +245.1% | +64.6% | +180.5% | +211.6% |
| 5Y | +154.0% | +106.0% | +48.0% | +119.5% |
| All | +300.2% | +675.6% | -375.5% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling