+342.1%
NEM vs CTAS
+817.6%
-475.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -5.9% | +0.5% | -6.4% | -6.0% |
| 30D | -2.6% | +10.2% | -12.8% | -4.3% |
| 3M | -4.2% | +12.1% | -16.3% | -6.3% |
| 6M | -5.5% | +38.3% | -43.7% | -11.6% |
| YTD | +13.5% | +21.9% | -8.4% | +8.7% |
| 1Y | +22.2% | +24.0% | -1.9% | +16.6% |
| 3Y | +249.0% | +75.1% | +173.8% | +211.6% |
| 5Y | +120.1% | +116.9% | +3.2% | +88.3% |
| All | +342.1% | +817.6% | -475.5% | +215.4% |
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