+247.7%
NEM vs CTAS
+65.1%
+182.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +12.7% | -1.0% | +13.7% | +13.0% |
| 3M | +28.7% | +15.8% | +12.9% | +22.9% |
| 6M | +9.8% | -1.0% | +10.8% | +9.8% |
| YTD | +28.1% | +7.4% | +20.7% | +24.8% |
| 1Y | +69.3% | -0.1% | +69.5% | +69.0% |
| 3Y | +247.7% | +66.3% | +181.4% | +181.2% |
| All | +247.7% | +65.1% | +182.6% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling