+243.5%
NEM vs CTVA
+75.4%
+168.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.3% | -4.7% | +1.4% | -1.8% |
| 30D | +7.8% | +11.1% | -3.2% | +4.0% |
| 3M | +36.3% | +13.7% | +22.5% | +29.2% |
| 6M | +6.6% | +11.2% | -4.7% | +1.8% |
| YTD | +27.1% | +26.9% | +0.3% | +16.7% |
| 1Y | +62.3% | +18.8% | +43.5% | +51.6% |
| All | +243.5% | +75.4% | +168.0% | +180.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling