+382.0%
NEM vs CTVA
+208.7%
+173.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -1.0% | -4.5% | +3.5% | -0.1% |
| 30D | +7.8% | +11.3% | -3.5% | +5.5% |
| 3M | +30.2% | +12.3% | +17.9% | +26.8% |
| 6M | +9.6% | +7.2% | +2.4% | +7.7% |
| YTD | +27.8% | +26.0% | +1.8% | +22.0% |
| 1Y | +60.7% | +16.0% | +44.7% | +55.4% |
| 3Y | +245.3% | +73.9% | +171.4% | +209.6% |
| 5Y | +155.3% | +103.8% | +51.6% | +125.3% |
| All | +382.0% | +208.7% | +173.2% | +298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling