+383.0%
NEM vs CTVA
+216.1%
+166.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.4% |
| 7D | +3.9% | -2.1% | +5.9% | +4.3% |
| 30D | +12.7% | +12.0% | +0.7% | +10.2% |
| 3M | +28.7% | +13.5% | +15.2% | +25.1% |
| 6M | +9.8% | +12.1% | -2.3% | +6.9% |
| YTD | +28.1% | +29.0% | -0.9% | +21.8% |
| 1Y | +69.3% | +18.9% | +50.5% | +63.0% |
| 3Y | +247.7% | +78.9% | +168.8% | +210.2% |
| 5Y | +153.4% | +105.2% | +48.1% | +122.9% |
| All | +383.0% | +216.1% | +166.9% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling