+409.6%
NEM vs CTAS
+26,175.4%
-25,765.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -6.4% | +2.0% | -8.4% | -6.6% |
| 30D | +1.4% | +8.7% | -7.3% | +0.8% |
| 3M | -0.7% | +13.3% | -14.0% | -1.7% |
| 6M | -4.5% | +39.4% | -43.9% | -7.0% |
| YTD | +14.0% | +21.5% | -7.5% | +12.1% |
| 1Y | +27.3% | +21.9% | +5.4% | +25.1% |
| 3Y | +250.5% | +73.6% | +176.9% | +235.6% |
| 5Y | +121.1% | +116.2% | +4.9% | +108.1% |
| 10Y | +358.3% | +818.2% | -459.9% | +294.5% |
| All | +409.6% | +26,175.4% | -25,765.8% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling