+133.9%
NEM vs CTAS
+116.8%
+17.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.4% |
| 7D | +11.6% | +0.7% | +10.9% | +11.5% |
| 30D | +1.8% | +11.3% | -9.5% | -0.8% |
| 3M | +2.5% | +11.4% | -8.9% | -0.2% |
| 6M | +3.4% | +35.6% | -32.2% | -5.0% |
| YTD | +20.9% | +20.7% | +0.2% | +14.5% |
| 1Y | +37.2% | +22.8% | +14.4% | +29.2% |
| 3Y | +271.6% | +73.4% | +198.2% | +215.5% |
| All | +133.9% | +116.8% | +17.1% | +86.2% |
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 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