+157.7%
NEM vs CTAS
+110.0%
+47.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +3.1% | +1.0% | +2.1% | +2.8% |
| 30D | +10.0% | -1.1% | +11.1% | +10.3% |
| 3M | +30.9% | +11.5% | +19.4% | +26.7% |
| 6M | +10.5% | +0.2% | +10.4% | +10.0% |
| YTD | +29.7% | +7.2% | +22.6% | +26.6% |
| 1Y | +71.1% | 0.0% | +71.1% | +70.1% |
| 3Y | +252.1% | +65.9% | +186.2% | +205.0% |
| 5Y | +157.7% | +109.6% | +48.2% | +117.6% |
| All | +157.7% | +110.0% | +47.7% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling